+65.9%
CSCO vs CCJ
+29.0%
+36.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | 0.0% | +4.2% | -4.2% | -0.5% |
| 30D | -10.7% | +3.2% | -13.9% | -11.1% |
| 3M | -8.7% | -1.8% | -6.9% | -8.8% |
| 6M | +44.9% | -13.5% | +58.5% | +45.7% |
| YTD | +44.1% | +9.7% | +34.4% | +43.3% |
| 1Y | +65.9% | +30.0% | +35.9% | +62.3% |
| All | +65.9% | +29.0% | +36.8% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling