+65.7%
INTC vs CCJ
+75.9%
-10.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +6.7% |
| 7D | +7.3% | +3.7% | +3.6% | +6.0% |
| 30D | -38.3% | -13.7% | -24.6% | -33.7% |
| 3M | -36.0% | -24.7% | -11.3% | -28.1% |
| 6M | -51.7% | -38.1% | -13.6% | -42.1% |
| YTD | +69.4% | -18.8% | +88.1% | +84.5% |
| 1Y | +65.0% | -19.5% | +84.5% | +79.6% |
| All | +65.7% | +75.9% | -10.2% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling