+1,348.4%
CRWD vs CCJ
+930.8%
+417.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.7% | -1.8% |
| 7D | -2.3% | +5.9% | -8.3% | -4.1% |
| 30D | -2.1% | +4.7% | -6.8% | -3.7% |
| 3M | +27.5% | -3.3% | +30.8% | +28.0% |
| 6M | +95.8% | -7.0% | +102.9% | +96.0% |
| YTD | +79.2% | +11.5% | +67.8% | +66.6% |
| 1Y | +96.3% | +32.3% | +64.0% | +68.9% |
| 3Y | +399.8% | +176.8% | +222.9% | +215.1% |
| 5Y | +216.7% | +351.8% | -135.1% | +62.2% |
| All | +1,348.4% | +930.8% | +417.6% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling