-44.1%
KHC vs CCJ
+490.0%
-534.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.0% |
| 7D | -2.0% | +2.7% | -4.8% | -2.2% |
| 30D | +9.7% | -14.4% | +24.1% | +10.3% |
| 3M | -2.0% | -22.6% | +20.6% | -1.0% |
| 6M | +5.4% | -35.4% | +40.9% | +7.3% |
| YTD | +5.9% | -17.6% | +23.5% | +5.7% |
| 1Y | +7.5% | -18.1% | +25.6% | +7.1% |
| 3Y | -12.4% | +79.6% | -92.0% | -19.4% |
| 5Y | -15.8% | +175.3% | -191.1% | -27.4% |
| 10Y | -54.1% | +844.8% | -898.9% | -69.9% |
| All | -44.1% | +490.0% | -534.1% | -59.9% |
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 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