+74.5%
IBM vs CCJ
+170.9%
-96.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +0.3% | +6.9% | -6.6% | -0.4% |
| 3M | -21.6% | -11.6% | -10.0% | -20.7% |
| 6M | -4.7% | -16.2% | +11.5% | -3.5% |
| YTD | -19.1% | +10.1% | -29.2% | -20.4% |
| 1Y | -2.5% | +32.3% | -34.8% | -6.3% |
| All | +74.5% | +170.9% | -96.5% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling