+13,449.8%
GOOG vs CCJ
+1,038.7%
+12,411.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | 0.0% | -4.0% | +4.1% | +0.9% |
| 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% | +11.7% |
| YTD | +7.1% | +5.7% | +1.4% | +4.0% |
| 1Y | +39.7% | +21.3% | +18.4% | +30.3% |
| 3Y | +145.8% | +159.4% | -13.5% | +89.0% |
| 5Y | +138.6% | +300.7% | -162.0% | +60.7% |
| 10Y | +791.5% | +1,055.2% | -263.7% | +331.5% |
| All | +13,449.8% | +1,038.7% | +12,411.1% | +7,529.7% |
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 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