+97.6%
META vs CCJ
+177.3%
-79.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.8% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | -10.8% | -17.2% | +6.5% | -6.8% |
| 3M | +7.9% | -25.1% | +33.0% | +14.9% |
| 6M | +5.4% | -37.6% | +43.0% | +16.5% |
| YTD | -2.6% | -20.4% | +17.8% | -0.2% |
| 1Y | +1.9% | -22.5% | +24.4% | +4.8% |
| 3Y | +97.0% | +72.5% | +24.5% | +50.0% |
| All | +97.6% | +177.3% | -79.8% | +16.1% |
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 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