+1,889.5%
CVS vs CCJ
+1,082.1%
+807.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +6.6% | -0.8% | +7.4% | +6.6% |
| 30D | -0.4% | -13.2% | +12.7% | +1.0% |
| 3M | -5.3% | -27.6% | +22.4% | -2.3% |
| 6M | -7.7% | -38.7% | +31.0% | -3.4% |
| YTD | +16.0% | -22.7% | +38.7% | +17.3% |
| 1Y | +16.2% | -17.6% | +33.8% | +16.5% |
| 3Y | +47.6% | +62.7% | -15.1% | +31.9% |
| 5Y | +12.3% | +159.7% | -147.4% | -8.0% |
| 10Y | +62.4% | +769.3% | -707.0% | +5.9% |
| All | +1,889.5% | +1,082.1% | +807.4% | +1,208.3% |
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