+6,950.2%
CTAS vs CCJ
+1,583.6%
+5,366.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | -0.2% | +6.9% | -7.1% | -1.3% |
| 3M | +11.7% | -11.6% | +23.3% | +13.1% |
| 6M | +0.7% | -16.2% | +16.9% | +2.2% |
| YTD | +7.4% | +10.1% | -2.7% | +3.7% |
| 1Y | -2.1% | +32.3% | -34.4% | -9.3% |
| 3Y | +62.9% | +171.3% | -108.4% | +29.4% |
| 5Y | +111.9% | +372.4% | -260.5% | +47.5% |
| 10Y | +652.2% | +1,070.0% | -417.8% | +316.0% |
| All | +6,950.2% | +1,583.6% | +5,366.6% | +3,731.8% |
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 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