+104.7%
CSCO vs CCJ
+85.2%
+19.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +4.3% |
| 7D | -2.9% | +2.7% | -5.6% | -3.3% |
| 30D | -16.7% | -14.4% | -2.3% | -15.0% |
| 3M | -18.4% | -22.6% | +4.2% | -15.9% |
| 6M | +2.9% | -35.4% | +38.4% | +8.0% |
| YTD | +30.4% | -17.6% | +48.1% | +32.6% |
| 1Y | +41.4% | -18.1% | +59.5% | +43.6% |
| 3Y | +104.7% | +79.6% | +25.1% | +91.6% |
| All | +104.7% | +85.2% | +19.5% | +91.6% |
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