+7,748.2%
CTAS vs CCJ
+1,159.6%
+6,588.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | -0.5% |
| 7D | -0.7% | +2.7% | -3.4% | -1.2% |
| 30D | +10.3% | -14.4% | +24.7% | +12.6% |
| 3M | +10.2% | -22.6% | +32.8% | +14.0% |
| 6M | +34.4% | -35.4% | +69.8% | +41.9% |
| YTD | +19.6% | -17.6% | +37.2% | +20.2% |
| 1Y | +21.8% | -18.1% | +39.9% | +22.2% |
| 3Y | +74.1% | +79.6% | -5.4% | +47.4% |
| 5Y | +114.0% | +175.3% | -61.2% | +62.9% |
| 10Y | +813.9% | +844.8% | -30.9% | +420.3% |
| All | +7,748.2% | +1,159.6% | +6,588.5% | +4,340.4% |
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