+81.6%
KO vs CCJ
+284.7%
-203.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.3% |
| 7D | -1.1% | -3.2% | +2.1% | -1.1% |
| 30D | +1.6% | -1.3% | +2.9% | +1.6% |
| 3M | +5.8% | +2.5% | +3.2% | +5.8% |
| 6M | +14.3% | -18.9% | +33.2% | +14.4% |
| YTD | +27.3% | +6.5% | +20.8% | +27.0% |
| 1Y | +33.2% | +22.8% | +10.3% | +32.4% |
| 3Y | +64.5% | +164.5% | -100.0% | +58.5% |
| All | +81.6% | +284.7% | -203.1% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling