+14,028.3%
EBAY vs CCJ
+4,792.1%
+9,236.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -3.0% | +4.2% | -7.2% | -3.8% |
| 30D | -3.6% | +3.2% | -6.8% | -4.4% |
| 3M | -4.4% | -1.8% | -2.6% | -4.7% |
| 6M | +12.1% | -13.5% | +25.6% | +13.6% |
| YTD | +19.9% | +9.7% | +10.2% | +15.5% |
| 1Y | +13.4% | +30.0% | -16.6% | +4.7% |
| 3Y | +150.5% | +172.6% | -22.1% | +90.0% |
| 5Y | +54.8% | +342.9% | -288.1% | +1.4% |
| 10Y | +268.1% | +1,099.7% | -831.7% | +75.7% |
| All | +14,028.3% | +4,792.1% | +9,236.1% | +5,642.3% |
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