-49.5%
ORCL vs CCJ
-26.2%
-23.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -14.4% | -14.5% | +0.1% | -7.9% |
| 30D | -12.8% | -18.1% | +5.2% | -4.4% |
| 3M | -14.8% | -23.0% | +8.2% | -4.1% |
| 6M | -30.9% | -39.4% | +8.5% | -16.3% |
| YTD | -35.7% | -21.7% | -14.0% | -32.0% |
| 1Y | -49.5% | -25.9% | -23.6% | -45.6% |
| All | -49.5% | -26.2% | -23.3% | -45.6% |
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 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