+250.7%
HOOD vs CCJ
+469.1%
-218.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +17.1% | +0.7% | +16.4% | +17.0% |
| 30D | +31.6% | +6.9% | +24.7% | +28.6% |
| 3M | +38.2% | -11.6% | +49.9% | +45.8% |
| 6M | +48.5% | -16.2% | +64.8% | +59.4% |
| YTD | +8.0% | +10.1% | -2.1% | +3.2% |
| 1Y | +18.7% | +32.3% | -13.6% | +3.4% |
| 3Y | +999.1% | +171.3% | +827.8% | +592.6% |
| 5Y | +181.7% | +372.4% | -190.7% | +51.5% |
| All | +250.7% | +469.1% | -218.4% | +121.0% |
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