+13,507.3%
GOOGL vs CCJ
+1,086.5%
+12,420.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | +0.7% | -3.0% | -2.4% |
| 30D | -6.6% | +6.9% | -13.4% | -8.0% |
| 3M | -8.9% | -11.6% | +2.7% | -7.2% |
| 6M | +11.9% | -16.2% | +28.1% | +14.6% |
| YTD | +8.3% | +10.1% | -1.8% | +4.3% |
| 1Y | +46.2% | +32.3% | +13.9% | +33.9% |
| 3Y | +151.9% | +171.3% | -19.4% | +91.8% |
| 5Y | +137.7% | +372.4% | -234.7% | +54.4% |
| 10Y | +757.6% | +1,070.0% | -312.5% | +314.3% |
| All | +13,507.3% | +1,086.5% | +12,420.8% | +7,494.2% |
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