+1,607.1%
IBM vs CCJ
+1,583.6%
+23.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | -21.6% | -11.6% | -10.0% | -20.5% |
| 6M | -4.7% | -16.2% | +11.5% | -3.1% |
| YTD | -19.1% | +10.1% | -29.2% | -21.4% |
| 1Y | -2.5% | +32.3% | -34.8% | -8.8% |
| 3Y | +74.2% | +171.3% | -97.1% | +41.5% |
| 5Y | +113.1% | +372.4% | -259.3% | +52.4% |
| 10Y | +133.5% | +1,070.0% | -936.5% | +33.8% |
| All | +1,607.1% | +1,583.6% | +23.5% | +833.0% |
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