-24.6%
KVUE vs CCJ
+278.0%
-302.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.5% |
| 7D | -7.2% | +4.2% | -11.4% | -7.1% |
| 30D | -5.7% | +3.2% | -8.9% | -5.6% |
| 3M | +0.2% | -1.8% | +2.0% | +0.2% |
| 6M | 0.0% | -13.5% | +13.6% | -0.2% |
| YTD | +6.5% | +9.7% | -3.2% | +7.1% |
| 1Y | -1.4% | +30.0% | -31.4% | -0.5% |
| 3Y | -5.6% | +172.6% | -178.2% | -7.1% |
| All | -24.6% | +278.0% | -302.6% | -23.9% |
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