+664.5%
KMB vs CCJ
+1,583.6%
-919.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | +0.7% | -3.8% | -3.1% |
| 30D | -5.5% | +6.9% | -12.3% | -5.9% |
| 3M | +14.0% | -11.6% | +25.6% | +14.6% |
| 6M | +4.1% | -16.2% | +20.3% | +4.8% |
| YTD | +8.0% | +10.1% | -2.1% | +6.6% |
| 1Y | -13.7% | +32.3% | -46.0% | -16.2% |
| 3Y | -5.9% | +171.3% | -177.2% | -14.4% |
| 5Y | -8.6% | +372.4% | -381.0% | -22.0% |
| 10Y | +17.3% | +1,070.0% | -1,052.8% | -11.2% |
| All | +664.5% | +1,583.6% | -919.1% | +432.6% |
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