-28.0%
ORCL vs CCJ
+31.2%
-59.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.3% | +0.7% | +4.5% | +5.0% |
| 30D | +10.0% | +6.9% | +3.1% | +7.3% |
| 3M | -32.6% | -11.6% | -20.9% | -30.4% |
| 6M | +4.9% | -16.2% | +21.2% | +8.8% |
| YTD | -17.8% | +10.1% | -27.9% | -22.2% |
| 1Y | -28.0% | +32.3% | -60.3% | -37.3% |
| All | -28.0% | +31.2% | -59.2% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling