+145.8%
GOOG vs CCJ
+162.5%
-16.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | 0.0% | -4.0% | +4.1% | +0.7% |
| 30D | -2.0% | -2.4% | +0.4% | -1.7% |
| 3M | -5.9% | -2.3% | -3.5% | -5.8% |
| 6M | +8.9% | -16.2% | +25.1% | +11.2% |
| YTD | +7.1% | +5.7% | +1.4% | +4.5% |
| 1Y | +39.7% | +21.3% | +18.4% | +31.4% |
| 3Y | +145.8% | +159.4% | -13.5% | +103.8% |
| All | +145.8% | +162.5% | -16.7% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling