+34,247.0%
CTSH vs CCJ
+3,397.2%
+30,849.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +12.4% | +6.9% | +5.5% | +10.6% |
| 3M | +17.4% | -11.6% | +29.0% | +19.3% |
| 6M | -3.1% | -16.2% | +13.1% | -1.5% |
| YTD | -23.6% | +10.1% | -33.7% | -27.7% |
| 1Y | -10.8% | +32.3% | -43.1% | -20.4% |
| 3Y | -8.3% | +171.3% | -179.6% | -34.1% |
| 5Y | -11.3% | +372.4% | -383.7% | -47.2% |
| 10Y | +22.6% | +1,070.0% | -1,047.4% | -48.6% |
| All | +34,247.0% | +3,397.2% | +30,849.8% | +13,389.2% |
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