+25.1%
HPQ vs CCJ
+172.7%
-147.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.5% | +5.0% |
| 7D | +2.2% | +4.2% | -1.9% | +1.9% |
| 30D | +9.7% | +3.2% | +6.6% | +9.4% |
| 3M | +32.7% | -1.8% | +34.5% | +32.7% |
| 6M | +77.7% | -13.5% | +91.3% | +78.8% |
| YTD | +51.0% | +9.7% | +41.2% | +46.4% |
| 1Y | +18.4% | +30.0% | -11.6% | +11.5% |
| All | +25.1% | +172.7% | -147.6% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling