+7,901.5%
CTAS vs CCJ
+1,099.6%
+6,801.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.6% |
| 7D | +0.5% | +5.0% | -4.6% | -0.3% |
| 30D | +10.2% | -16.7% | +26.9% | +13.0% |
| 3M | +12.1% | -27.5% | +39.6% | +17.1% |
| 6M | +38.3% | -38.6% | +76.9% | +47.2% |
| YTD | +21.9% | -21.5% | +43.4% | +23.4% |
| 1Y | +24.0% | -22.3% | +46.3% | +25.4% |
| 3Y | +75.1% | +69.9% | +5.3% | +49.5% |
| 5Y | +116.9% | +163.6% | -46.6% | +66.2% |
| 10Y | +821.3% | +782.3% | +39.0% | +430.2% |
| All | +7,901.5% | +1,099.6% | +6,801.9% | +4,459.5% |
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