+114.0%
CSCO vs CCJ
+346.5%
-232.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +40.3% |
| YTD | +43.8% | +11.5% | +32.3% | +40.7% |
| 1Y | +66.6% | +32.3% | +34.3% | +58.5% |
| 3Y | +108.5% | +176.8% | -68.3% | +76.9% |
| 5Y | +114.0% | +351.8% | -237.8% | +67.9% |
| All | +114.0% | +346.5% | -232.6% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling