+96.9%
CSCO vs CCJ
+172.2%
-75.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.8% |
| 6M | +2.9% | -35.4% | +38.4% | +8.5% |
| YTD | +30.4% | -17.6% | +48.1% | +32.4% |
| 1Y | +41.4% | -18.1% | +59.5% | +43.4% |
| 3Y | +104.7% | +79.6% | +25.1% | +81.4% |
| 5Y | +96.9% | +175.3% | -78.3% | +57.8% |
| All | +96.9% | +172.2% | -75.3% | +57.8% |
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 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