+4,354.4%
INTU vs CCJ
+1,583.6%
+2,770.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -7.1% | +0.7% | -7.8% | -7.2% |
| 30D | +1.5% | +6.9% | -5.4% | +0.1% |
| 3M | +10.7% | -11.6% | +22.3% | +12.3% |
| 6M | -23.8% | -16.2% | -7.6% | -22.9% |
| YTD | -49.3% | +10.1% | -59.4% | -51.7% |
| 1Y | -49.7% | +32.3% | -81.9% | -54.2% |
| 3Y | -38.0% | +171.3% | -209.3% | -52.7% |
| 5Y | -38.7% | +372.4% | -411.1% | -59.0% |
| 10Y | +221.3% | +1,070.0% | -848.7% | +67.7% |
| All | +4,354.4% | +1,583.6% | +2,770.8% | +1,667.5% |
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