+66.3%
CTAS vs CCJ
+174.2%
-107.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | 0.0% | +5.9% | -6.0% | -0.2% |
| 30D | -1.0% | +4.7% | -5.7% | -1.2% |
| 3M | +15.8% | -3.3% | +19.1% | +16.0% |
| 6M | -1.0% | -7.0% | +6.0% | -0.9% |
| YTD | +7.4% | +11.5% | -4.0% | +5.9% |
| 1Y | -0.1% | +32.3% | -32.4% | -3.3% |
| 3Y | +66.3% | +176.8% | -110.5% | +44.7% |
| All | +66.3% | +174.2% | -107.9% | +44.7% |
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