+1,680.6%
IBM vs CCJ
+1,091.6%
+589.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.5% |
| 7D | -5.0% | -7.3% | +2.3% | -3.9% |
| 30D | +11.1% | -20.0% | +31.1% | +14.7% |
| 3M | +5.7% | -23.8% | +29.6% | +9.7% |
| 6M | +10.1% | -42.4% | +52.5% | +18.7% |
| YTD | -15.6% | -22.1% | +6.5% | -13.9% |
| 1Y | -19.5% | -20.8% | +1.3% | -18.3% |
| 3Y | +80.4% | +75.7% | +4.7% | +56.4% |
| 5Y | +140.0% | +167.4% | -27.5% | +88.0% |
| 10Y | +155.0% | +826.3% | -671.4% | +50.8% |
| All | +1,680.6% | +1,091.6% | +589.0% | +921.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling