+252.1%
INTC vs CCJ
+1,065.5%
-813.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +7.5% | -4.0% | +11.5% | +8.6% |
| 30D | +2.0% | -2.4% | +4.3% | +2.4% |
| 3M | -12.0% | -2.3% | -9.7% | -11.4% |
| 6M | +114.5% | -16.2% | +130.8% | +122.7% |
| YTD | +179.0% | +5.7% | +173.3% | +174.5% |
| 1Y | +318.3% | +21.3% | +297.0% | +295.4% |
| 3Y | +171.2% | +159.4% | +11.8% | +110.3% |
| 5Y | +107.6% | +300.7% | -193.1% | +41.8% |
| All | +252.1% | +1,065.5% | -813.4% | +87.6% |
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