+324.2%
CSCO vs CCJ
+802.9%
-478.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | -4.7% | +0.4% | -5.1% | -4.7% |
| 30D | -17.1% | -17.2% | +0.2% | -14.9% |
| 3M | -19.6% | -25.1% | +5.5% | -16.5% |
| 6M | +2.4% | -37.6% | +40.0% | +8.8% |
| YTD | +29.8% | -20.4% | +50.1% | +32.4% |
| 1Y | +38.7% | -22.5% | +61.2% | +41.7% |
| 3Y | +101.3% | +72.5% | +28.9% | +78.4% |
| 5Y | +94.8% | +179.9% | -85.0% | +56.2% |
| 10Y | +324.2% | +772.6% | -448.4% | +163.8% |
| All | +324.2% | +802.9% | -478.7% | +163.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling