+1,731.8%
HCA vs CCJ
+217.7%
+1,514.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.5% | +5.2% |
| 7D | +4.9% | +4.2% | +0.7% | +4.2% |
| 30D | +1.9% | +3.2% | -1.3% | +1.3% |
| 3M | +12.7% | -1.8% | +14.6% | +12.7% |
| 6M | -22.3% | -13.5% | -8.8% | -21.4% |
| YTD | -9.3% | +9.7% | -19.1% | -12.4% |
| 1Y | +2.7% | +30.0% | -27.3% | -4.7% |
| 3Y | +57.8% | +172.6% | -114.8% | +22.5% |
| 5Y | +70.3% | +342.9% | -272.6% | +15.0% |
| 10Y | +499.7% | +1,099.7% | -600.1% | +195.2% |
| All | +1,731.8% | +217.7% | +1,514.1% | +936.3% |
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