+216.0%
INTU vs CCJ
+1,097.2%
-881.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.4% | -4.3% |
| 7D | -7.5% | +5.9% | -13.5% | -8.4% |
| 30D | -1.9% | +4.7% | -6.6% | -2.8% |
| 3M | +4.9% | -3.3% | +8.1% | +4.9% |
| 6M | -33.2% | -7.0% | -26.2% | -33.5% |
| YTD | -51.4% | +11.5% | -62.9% | -53.7% |
| 1Y | -52.0% | +32.3% | -84.3% | -56.3% |
| 3Y | -40.7% | +176.8% | -217.5% | -55.3% |
| 5Y | -41.7% | +351.8% | -393.5% | -61.2% |
| All | +216.0% | +1,097.2% | -881.2% | +82.2% |
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 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