+108.5%
CSCO vs CCJ
+174.2%
-65.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -0.5% | +5.9% | -6.5% | -1.2% |
| 30D | -10.1% | +4.7% | -14.8% | -10.6% |
| 3M | -11.7% | -3.3% | -8.4% | -11.6% |
| 6M | +40.1% | -7.0% | +47.1% | +40.2% |
| YTD | +43.8% | +11.5% | +32.3% | +41.0% |
| 1Y | +66.6% | +32.3% | +34.3% | +59.2% |
| 3Y | +108.5% | +176.8% | -68.3% | +83.0% |
| All | +108.5% | +174.2% | -65.7% | +83.0% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling