+74.1%
CTAS vs CCJ
+85.2%
-11.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.2% |
| 7D | -0.7% | +2.7% | -3.4% | -0.8% |
| 30D | +10.3% | -14.4% | +24.7% | +10.7% |
| 3M | +10.2% | -22.6% | +32.8% | +10.9% |
| 6M | +34.4% | -35.4% | +69.8% | +36.4% |
| YTD | +19.6% | -17.6% | +37.2% | +19.0% |
| 1Y | +21.8% | -18.1% | +39.9% | +21.1% |
| 3Y | +74.1% | +79.6% | -5.4% | +53.8% |
| All | +74.1% | +85.2% | -11.1% | +53.8% |
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 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