+2,038.7%
CVS vs CCJ
+1,583.6%
+455.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | +0.7% | +3.2% | +3.8% |
| 30D | -2.4% | +6.9% | -9.3% | -3.2% |
| 3M | +2.7% | -11.6% | +14.3% | +3.6% |
| 6M | +21.9% | -16.2% | +38.1% | +23.2% |
| YTD | +24.7% | +10.1% | +14.6% | +21.7% |
| 1Y | +35.4% | +32.3% | +3.2% | +28.4% |
| 3Y | +65.2% | +171.3% | -106.1% | +39.4% |
| 5Y | +30.5% | +372.4% | -341.8% | -0.6% |
| 10Y | +40.4% | +1,070.0% | -1,029.7% | -11.2% |
| All | +2,038.7% | +1,583.6% | +455.1% | +1,257.1% |
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