+1,511.3%
META vs CCJ
+330.8%
+1,180.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | 0.0% |
| 7D | -0.8% | -7.3% | +6.5% | +0.6% |
| 30D | -15.4% | -20.0% | +4.5% | -11.9% |
| 3M | +3.5% | -23.8% | +27.4% | +8.5% |
| 6M | -0.3% | -42.4% | +42.1% | +9.5% |
| YTD | -7.3% | -22.1% | +14.7% | -4.8% |
| 1Y | -1.1% | -20.8% | +19.7% | +1.1% |
| 3Y | +95.1% | +75.7% | +19.3% | +64.2% |
| 5Y | +80.6% | +167.4% | -86.9% | +36.2% |
| 10Y | +410.1% | +826.3% | -416.2% | +194.4% |
| All | +1,511.3% | +330.8% | +1,180.5% | +900.8% |
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