+144.5%
IBM vs CCJ
+1,078.9%
-934.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.6% |
| 7D | +3.6% | +4.2% | -0.6% | +3.0% |
| 30D | +1.5% | +3.2% | -1.6% | +1.1% |
| 3M | -12.9% | -1.8% | -11.1% | -13.0% |
| 6M | -3.9% | -13.5% | +9.6% | -2.8% |
| YTD | -17.3% | +9.7% | -27.1% | -19.3% |
| 1Y | -5.0% | +30.0% | -35.0% | -9.9% |
| 3Y | +78.2% | +172.6% | -94.4% | +49.4% |
| 5Y | +120.6% | +342.9% | -222.3% | +67.3% |
| 10Y | +144.5% | +1,099.7% | -955.3% | +54.0% |
| All | +144.5% | +1,078.9% | -934.4% | +54.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling