+3,236.8%
CSCO vs CCJ
+1,583.6%
+1,653.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -10.1% | +6.9% | -17.0% | -11.4% |
| 3M | -15.7% | -11.6% | -4.0% | -13.9% |
| 6M | +36.3% | -16.2% | +52.5% | +39.5% |
| YTD | +43.8% | +10.1% | +33.7% | +38.7% |
| 1Y | +63.9% | +32.3% | +31.7% | +50.4% |
| 3Y | +104.4% | +171.3% | -66.9% | +55.3% |
| 5Y | +111.4% | +372.4% | -261.0% | +35.3% |
| 10Y | +361.7% | +1,070.0% | -708.4% | +116.5% |
| All | +3,236.8% | +1,583.6% | +1,653.1% | +1,151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling