+2,538.2%
INTC vs CCJ
+1,604.2%
+934.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.2% | +7.8% | +8.8% |
| 7D | +17.4% | +5.9% | +11.5% | +15.9% |
| 30D | +2.8% | +4.7% | -1.9% | +1.5% |
| 3M | -5.3% | -3.3% | -2.0% | -4.4% |
| 6M | +140.6% | -7.0% | +147.6% | +143.8% |
| YTD | +183.1% | +11.5% | +171.7% | +175.0% |
| 1Y | +326.8% | +32.3% | +294.5% | +295.0% |
| 3Y | +179.4% | +176.8% | +2.6% | +112.9% |
| 5Y | +111.7% | +351.8% | -240.1% | +38.5% |
| 10Y | +253.8% | +1,080.5% | -826.7% | +70.3% |
| All | +2,538.2% | +1,604.2% | +934.0% | +836.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling