+102.8%
GOOGL vs CCJ
+166.4%
-63.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.5% |
| 7D | +5.7% | +5.0% | +0.7% | +4.6% |
| 30D | -15.6% | -16.7% | +1.1% | -12.6% |
| 3M | -13.0% | -27.5% | +14.5% | -7.7% |
| 6M | -22.8% | -38.6% | +15.8% | -15.7% |
| YTD | -4.4% | -21.5% | +17.2% | -2.0% |
| 1Y | +4.5% | -22.3% | +26.8% | +7.1% |
| 3Y | +127.4% | +69.9% | +57.5% | +85.8% |
| 5Y | +102.8% | +163.6% | -60.8% | +43.8% |
| All | +102.8% | +166.4% | -63.6% | +43.8% |
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