+132.5%
GOOGL vs CCJ
+347.8%
-215.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -2.0% |
| 7D | -1.9% | +4.2% | -6.0% | -2.6% |
| 30D | -7.5% | +3.2% | -10.6% | -8.2% |
| 3M | -9.2% | -1.8% | -7.3% | -9.3% |
| 6M | +8.1% | -13.5% | +21.6% | +9.9% |
| YTD | +5.8% | +9.7% | -3.9% | +2.1% |
| 1Y | +38.3% | +30.0% | +8.3% | +27.6% |
| 3Y | +144.8% | +172.6% | -27.8% | +87.0% |
| 5Y | +132.5% | +342.9% | -210.4% | +57.1% |
| All | +132.5% | +347.8% | -215.3% | +57.1% |
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