-29.9%
INTU vs CCJ
+69.7%
-99.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.3% | -8.1% | -3.8% |
| 7D | +0.1% | -7.3% | +7.4% | +0.2% |
| 30D | +15.4% | -20.0% | +35.4% | +15.9% |
| 3M | +6.6% | -23.8% | +30.4% | +7.0% |
| 6M | -11.3% | -42.4% | +31.1% | -9.7% |
| YTD | -47.7% | -22.1% | -25.7% | -48.8% |
| 1Y | -47.0% | -20.8% | -26.2% | -48.2% |
| 3Y | -29.9% | +75.7% | -105.7% | -38.6% |
| All | -29.9% | +69.7% | -99.6% | -38.6% |
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