+380.0%
CRWD vs CCJ
+162.5%
+217.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -3.0% | -4.0% | +1.0% | -2.0% |
| 30D | -6.8% | -2.4% | -4.4% | -6.4% |
| 3M | +19.6% | -2.3% | +21.9% | +19.7% |
| 6M | +87.1% | -16.2% | +103.3% | +92.2% |
| YTD | +76.4% | +5.7% | +70.7% | +67.5% |
| 1Y | +90.8% | +21.3% | +69.6% | +71.1% |
| 3Y | +380.0% | +159.4% | +220.6% | +243.5% |
| All | +380.0% | +162.5% | +217.4% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling