+590.8%
HPQ vs CCJ
+1,604.2%
-1,013.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.8% |
| 7D | -0.5% | +5.9% | -6.4% | -1.7% |
| 30D | +3.7% | +4.7% | -1.0% | +2.5% |
| 3M | +24.3% | -3.3% | +27.6% | +24.4% |
| 6M | +64.8% | -7.0% | +71.8% | +64.4% |
| YTD | +43.9% | +11.5% | +32.4% | +36.5% |
| 1Y | +11.7% | +32.3% | -20.6% | +0.6% |
| 3Y | +19.7% | +176.8% | -157.2% | -12.4% |
| 5Y | +32.2% | +351.8% | -319.6% | -17.3% |
| 10Y | +198.9% | +1,080.5% | -881.6% | +37.1% |
| All | +590.8% | +1,604.2% | -1,013.4% | +162.7% |
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