+70.5%
HCA vs CCJ
+284.7%
-214.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | +0.1% |
| 7D | +2.9% | -3.2% | +6.1% | +3.2% |
| 30D | +2.4% | -1.3% | +3.7% | +2.4% |
| 3M | +13.0% | +2.5% | +10.5% | +12.6% |
| 6M | -21.4% | -18.9% | -2.5% | -20.3% |
| YTD | -9.5% | +6.5% | -15.9% | -11.1% |
| 1Y | +7.5% | +22.8% | -15.3% | +3.1% |
| 3Y | +57.6% | +164.5% | -106.9% | +30.8% |
| All | +70.5% | +284.7% | -214.2% | +26.8% |
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