+318.3%
INTC vs CCJ
+22.0%
+296.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +7.5% | -4.0% | +11.5% | +9.3% |
| 30D | +2.0% | -2.4% | +4.3% | +2.7% |
| 3M | -12.0% | -2.3% | -9.7% | -11.6% |
| 6M | +114.5% | -16.2% | +130.8% | +123.1% |
| YTD | +179.0% | +5.7% | +173.3% | +174.1% |
| 1Y | +318.3% | +21.3% | +297.0% | +308.2% |
| All | +318.3% | +22.0% | +296.3% | +308.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling