+2,910.8%
CSCO vs CCJ
+1,117.9%
+1,792.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | -4.7% | +0.4% | -5.1% | -4.7% |
| 30D | -17.1% | -17.2% | +0.2% | -14.0% |
| 3M | -19.6% | -25.1% | +5.5% | -15.1% |
| 6M | +2.4% | -37.6% | +40.0% | +11.7% |
| YTD | +29.8% | -20.4% | +50.1% | +33.3% |
| 1Y | +38.7% | -22.5% | +61.2% | +42.8% |
| 3Y | +101.3% | +72.5% | +28.9% | +68.0% |
| 5Y | +94.8% | +179.9% | -85.0% | +40.1% |
| 10Y | +324.2% | +772.6% | -448.4% | +111.1% |
| All | +2,910.8% | +1,117.9% | +1,792.9% | +1,102.4% |
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