-44.5%
KHC vs CCJ
+470.4%
-514.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.6% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | +8.8% | -17.2% | +26.1% | +9.7% |
| 3M | -1.2% | -25.1% | +23.9% | -0.1% |
| 6M | +4.6% | -37.6% | +42.2% | +6.6% |
| YTD | +5.1% | -20.4% | +25.5% | +5.0% |
| 1Y | +6.2% | -22.5% | +28.8% | +6.2% |
| 3Y | -12.9% | +72.5% | -85.4% | -19.7% |
| 5Y | -16.8% | +179.9% | -196.6% | -28.5% |
| 10Y | -52.4% | +772.6% | -825.0% | -68.5% |
| All | -44.5% | +470.4% | -514.9% | -60.1% |
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