+141.6%
IBM vs CCJ
+802.9%
-661.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +0.4% |
| 7D | -1.5% | +0.4% | -2.0% | -1.6% |
| 30D | +8.4% | -17.2% | +25.7% | +10.8% |
| 3M | +4.2% | -25.1% | +29.3% | +7.6% |
| 6M | +7.9% | -37.6% | +45.5% | +13.7% |
| YTD | -15.2% | -20.4% | +5.2% | -14.0% |
| 1Y | -18.7% | -22.5% | +3.8% | -17.5% |
| 3Y | +79.2% | +72.5% | +6.7% | +59.0% |
| 5Y | +144.7% | +179.9% | -35.1% | +97.2% |
| 10Y | +141.6% | +772.6% | -631.0% | +55.4% |
| All | +141.6% | +802.9% | -661.3% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling