+4,479.3%
INTU vs CCJ
+1,117.9%
+3,361.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.2% |
| 7D | -1.2% | +0.4% | -1.7% | -1.4% |
| 30D | +12.4% | -17.2% | +29.7% | +15.7% |
| 3M | +2.3% | -25.1% | +27.4% | +6.7% |
| 6M | -13.3% | -37.6% | +24.3% | -7.4% |
| YTD | -47.9% | -20.4% | -27.5% | -47.7% |
| 1Y | -47.2% | -22.5% | -24.6% | -46.9% |
| 3Y | -33.9% | +72.5% | -106.4% | -45.4% |
| 5Y | -41.3% | +179.9% | -221.2% | -57.0% |
| 10Y | +237.9% | +772.6% | -534.7% | +84.9% |
| All | +4,479.3% | +1,117.9% | +3,361.5% | +1,811.0% |
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