+95.1%
META vs CCJ
+69.7%
+25.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.1% |
| 7D | -0.8% | -7.3% | +6.5% | +0.5% |
| 30D | -15.4% | -20.0% | +4.5% | -12.2% |
| 3M | +3.5% | -23.8% | +27.4% | +8.1% |
| 6M | -0.3% | -42.4% | +42.1% | +8.9% |
| YTD | -7.3% | -22.1% | +14.7% | -5.0% |
| 1Y | -1.1% | -20.8% | +19.7% | +0.8% |
| 3Y | +95.1% | +75.7% | +19.3% | +55.1% |
| All | +95.1% | +69.7% | +25.4% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling