-52.7%
INTU vs CCJ
+29.0%
-81.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.7% |
| 7D | -8.5% | +4.2% | -12.6% | -8.0% |
| 30D | -6.1% | +3.2% | -9.3% | -5.8% |
| 3M | +7.3% | -1.8% | +9.2% | +7.9% |
| 6M | -33.2% | -13.5% | -19.7% | -33.3% |
| YTD | -52.2% | +9.7% | -61.9% | -52.3% |
| 1Y | -52.7% | +30.0% | -82.7% | -53.4% |
| All | -52.7% | +29.0% | -81.7% | -53.4% |
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