+692.8%
GOOGL vs CCJ
+765.4%
-72.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | -14.9% | -13.2% | -1.7% | -12.9% |
| 3M | -14.6% | -27.6% | +13.1% | -10.0% |
| 6M | -26.4% | -38.7% | +12.3% | -20.7% |
| YTD | -5.3% | -22.7% | +17.4% | -2.8% |
| 1Y | +6.5% | -17.6% | +24.0% | +7.9% |
| 3Y | +126.0% | +62.7% | +63.4% | +95.9% |
| 5Y | +100.8% | +159.7% | -58.9% | +55.1% |
| All | +692.8% | +765.4% | -72.5% | +370.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling