-49.6%
ORCL vs CCJ
-21.5%
-28.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +0.5% |
| 7D | +0.5% | +2.7% | -2.2% | -0.8% |
| 30D | -15.3% | -14.4% | -0.9% | -8.9% |
| 3M | -18.2% | -22.6% | +4.4% | -8.4% |
| 6M | -38.4% | -35.4% | -3.0% | -27.3% |
| YTD | -37.7% | -17.6% | -20.1% | -36.2% |
| All | -49.6% | -21.5% | -28.1% | -48.0% |
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