-49.9%
KHC vs CCJ
+765.4%
-815.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +2.6% |
| 7D | +2.0% | -0.8% | +2.8% | +2.0% |
| 30D | +10.6% | -13.2% | +23.8% | +11.0% |
| 3M | +0.5% | -27.6% | +28.2% | +1.5% |
| 6M | +12.1% | -38.7% | +50.8% | +13.7% |
| YTD | +8.9% | -22.7% | +31.6% | +8.8% |
| 1Y | +7.5% | -17.6% | +25.1% | +7.0% |
| 3Y | -10.7% | +62.7% | -73.4% | -16.5% |
| 5Y | -13.2% | +159.7% | -172.9% | -23.5% |
| All | -49.9% | +765.4% | -815.3% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling