-76.7%
LULU vs CCJ
+281.7%
-358.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.3% |
| 7D | -1.6% | -4.0% | +2.4% | -0.9% |
| 30D | -18.1% | -2.4% | -15.7% | -17.9% |
| 3M | -18.8% | -2.3% | -16.5% | -18.8% |
| 6M | -39.2% | -16.2% | -23.0% | -37.9% |
| YTD | -52.4% | +5.7% | -58.0% | -53.8% |
| 1Y | -40.3% | +21.3% | -61.6% | -44.5% |
| 3Y | -75.1% | +159.4% | -234.5% | -81.4% |
| All | -76.7% | +281.7% | -358.5% | -85.3% |
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