+128.3%
GOOGL vs CCJ
+69.8%
+58.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.4% |
| 7D | +5.7% | +5.0% | +0.7% | +4.7% |
| 30D | -15.6% | -16.7% | +1.1% | -12.9% |
| 3M | -13.0% | -27.5% | +14.5% | -8.3% |
| 6M | -22.8% | -38.6% | +15.8% | -16.6% |
| YTD | -4.4% | -21.5% | +17.2% | -2.3% |
| 1Y | +4.5% | -22.3% | +26.8% | +6.7% |
| All | +128.3% | +69.8% | +58.4% | +95.0% |
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 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