+1,497.9%
META vs CCJ
+312.8%
+1,185.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -3.1% |
| 7D | -3.1% | -18.2% | +15.0% | +0.5% |
| 30D | -18.1% | -26.5% | +8.4% | -13.4% |
| 3M | +2.9% | -27.5% | +30.4% | +8.8% |
| 6M | +0.2% | -40.3% | +40.5% | +9.2% |
| YTD | -8.1% | -25.3% | +17.2% | -4.8% |
| 1Y | -4.5% | -28.1% | +23.6% | -0.6% |
| 3Y | +94.2% | +63.8% | +30.3% | +65.7% |
| 5Y | +79.1% | +156.3% | -77.2% | +36.2% |
| 10Y | +405.9% | +787.8% | -381.9% | +194.3% |
| All | +1,497.9% | +312.8% | +1,185.1% | +900.6% |
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