+136.5%
IBM vs CCJ
+1,097.2%
-960.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | +0.3% | +5.9% | -5.6% | -0.4% |
| 30D | -1.5% | +4.7% | -6.2% | -2.1% |
| 3M | -16.8% | -3.3% | -13.5% | -16.7% |
| 6M | -9.0% | -7.0% | -2.0% | -8.8% |
| YTD | -20.1% | +11.5% | -31.5% | -22.0% |
| 1Y | -7.0% | +32.3% | -39.3% | -12.0% |
| 3Y | +72.4% | +176.8% | -104.5% | +44.3% |
| 5Y | +112.0% | +351.8% | -239.8% | +60.4% |
| All | +136.5% | +1,097.2% | -960.7% | +48.7% |
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 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