+62.8%
META vs CCJ
+369.1%
-306.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +0.7% | +6.0% | +6.5% |
| 30D | +4.8% | +6.9% | -2.1% | +3.0% |
| 3M | -1.6% | -11.6% | +10.0% | +0.7% |
| 6M | -7.5% | -16.2% | +8.8% | -5.0% |
| YTD | -6.4% | +10.1% | -16.5% | -10.6% |
| 1Y | -17.3% | +32.3% | -49.6% | -25.8% |
| 3Y | +109.9% | +171.3% | -61.4% | +45.6% |
| All | +62.8% | +369.1% | -306.3% | -8.5% |
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