+715.3%
KMB vs CCJ
+1,159.6%
-444.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +2.9% |
| 7D | +3.4% | +2.7% | +0.7% | +3.2% |
| 30D | +14.7% | -14.4% | +29.1% | +15.7% |
| 3M | +3.3% | -22.6% | +25.9% | +4.7% |
| 6M | +16.8% | -35.4% | +52.2% | +19.5% |
| YTD | +15.2% | -17.6% | +32.8% | +15.6% |
| 1Y | +13.3% | -18.1% | +31.4% | +13.6% |
| 3Y | +5.4% | +79.6% | -74.1% | -1.5% |
| 5Y | +2.7% | +175.3% | -172.6% | -8.7% |
| 10Y | +38.7% | +844.8% | -806.2% | +6.2% |
| All | +715.3% | +1,159.6% | -444.3% | +477.5% |
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