-44.6%
INFY vs CCJ
+281.7%
-326.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.5% |
| 7D | -5.4% | -4.0% | -1.4% | -5.1% |
| 30D | -9.9% | -2.4% | -7.5% | -9.7% |
| 3M | -4.6% | -2.3% | -2.3% | -4.6% |
| 6M | -18.5% | -16.2% | -2.2% | -17.6% |
| YTD | -36.5% | +5.7% | -42.2% | -37.7% |
| 1Y | -32.8% | +21.3% | -54.0% | -35.5% |
| 3Y | -32.2% | +159.4% | -191.6% | -42.7% |
| All | -44.6% | +281.7% | -326.3% | -57.8% |
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 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