+135.0%
GOOG vs CCJ
+326.6%
-191.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | -2.5% | -3.2% | +0.7% | -1.9% |
| 30D | -3.6% | -1.3% | -2.3% | -3.5% |
| 3M | -6.4% | +2.5% | -8.9% | -7.3% |
| 6M | +7.8% | -18.9% | +26.6% | +11.0% |
| YTD | +5.5% | +6.5% | -1.0% | +2.4% |
| 1Y | +38.3% | +22.8% | +15.4% | +28.9% |
| 3Y | +143.1% | +164.5% | -21.4% | +86.3% |
| 5Y | +135.0% | +303.7% | -168.7% | +59.7% |
| All | +135.0% | +326.6% | -191.6% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling