+1,004.6%
GE vs CCJ
+1,583.6%
-579.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -11.6% | +6.9% | -18.4% | -13.0% |
| 3M | +3.0% | -11.6% | +14.7% | +5.2% |
| 6M | -0.5% | -16.2% | +15.7% | +2.3% |
| YTD | +9.7% | +10.1% | -0.4% | +5.7% |
| 1Y | +20.0% | +32.3% | -12.2% | +9.7% |
| 3Y | +275.8% | +171.3% | +104.5% | +183.7% |
| 5Y | +429.1% | +372.4% | +56.7% | +238.4% |
| 10Y | +151.2% | +1,070.0% | -918.9% | +21.5% |
| All | +1,004.6% | +1,583.6% | -579.0% | +371.3% |
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