-31.1%
ORCL vs CCJ
+33.1%
-64.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +1.9% |
| 7D | +15.0% | +5.9% | +9.1% | +12.8% |
| 30D | +10.5% | +4.7% | +5.8% | +8.6% |
| 3M | -23.0% | -3.3% | -19.7% | -22.7% |
| 6M | +7.0% | -7.0% | +14.0% | +7.6% |
| YTD | -15.8% | +11.5% | -27.3% | -20.7% |
| 1Y | -31.1% | +32.3% | -63.3% | -40.1% |
| All | -31.1% | +33.1% | -64.2% | -40.1% |
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