+111.9%
INTC vs CCJ
+765.4%
-653.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.1% |
| 7D | +6.0% | -0.8% | +6.8% | +6.3% |
| 30D | -39.2% | -13.2% | -26.0% | -36.2% |
| 3M | -42.9% | -27.6% | -15.3% | -37.4% |
| 6M | -50.4% | -38.7% | -11.7% | -43.3% |
| YTD | +61.7% | -22.7% | +84.4% | +74.2% |
| 1Y | +66.1% | -17.6% | +83.7% | +76.1% |
| 3Y | +58.1% | +62.7% | -4.5% | +38.6% |
| 5Y | +27.9% | +159.7% | -131.9% | -2.0% |
| All | +111.9% | +765.4% | -653.4% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling