+114.5%
IBM vs CCJ
+341.1%
-226.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.8% |
| 6M | -4.7% | -16.2% | +11.5% | -3.5% |
| YTD | -19.1% | +10.1% | -29.2% | -20.5% |
| 1Y | -2.5% | +32.3% | -34.8% | -6.5% |
| 3Y | +74.2% | +171.3% | -97.1% | +52.0% |
| All | +114.5% | +341.1% | -226.6% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling