+4,493.6%
INTU vs CCJ
+1,091.6%
+3,402.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.3% | -8.1% | -4.5% |
| 7D | +0.1% | -7.3% | +7.4% | +1.3% |
| 30D | +15.4% | -20.0% | +35.4% | +19.5% |
| 3M | +6.6% | -23.8% | +30.4% | +10.9% |
| 6M | -11.3% | -42.4% | +31.1% | -3.9% |
| YTD | -47.7% | -22.1% | -25.7% | -47.3% |
| 1Y | -47.0% | -20.8% | -26.2% | -46.9% |
| 3Y | -29.9% | +75.7% | -105.7% | -42.4% |
| 5Y | -42.2% | +167.4% | -209.7% | -57.2% |
| 10Y | +251.7% | +826.3% | -574.7% | +90.3% |
| All | +4,493.6% | +1,091.6% | +3,402.0% | +1,825.2% |
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 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