+1,008.9%
GE vs CCJ
+1,117.9%
-108.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.4% |
| 7D | +5.4% | +0.4% | +4.9% | +5.3% |
| 30D | +9.6% | -17.2% | +26.9% | +14.0% |
| 3M | -7.7% | -25.1% | +17.4% | -2.2% |
| 6M | +14.0% | -37.6% | +51.6% | +25.1% |
| YTD | +10.2% | -20.4% | +30.5% | +13.5% |
| 1Y | +8.9% | -22.5% | +31.4% | +12.7% |
| 3Y | +273.7% | +72.5% | +201.2% | +211.3% |
| 5Y | +410.2% | +179.9% | +230.3% | +267.7% |
| 10Y | +157.4% | +772.6% | -615.2% | +32.7% |
| All | +1,008.9% | +1,117.9% | -108.9% | +406.0% |
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