+41.1%
HPQ vs CCJ
+326.6%
-285.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.5% |
| 7D | +3.5% | -3.2% | +6.7% | +3.9% |
| 30D | +13.7% | -1.3% | +15.0% | +13.7% |
| 3M | +33.9% | +2.5% | +31.3% | +32.9% |
| 6M | +80.9% | -18.9% | +99.8% | +84.5% |
| YTD | +52.6% | +6.5% | +46.1% | +47.0% |
| 1Y | +21.2% | +22.8% | -1.6% | +12.6% |
| 3Y | +26.9% | +164.5% | -137.6% | -3.4% |
| 5Y | +41.1% | +303.7% | -262.6% | -1.8% |
| All | +41.1% | +326.6% | -285.5% | -1.8% |
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