+13.8%
ORCL vs CCJ
+67.4%
-53.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +8.0% | -0.8% | +8.8% | +8.3% |
| 30D | -4.0% | -13.2% | +9.2% | +1.7% |
| 3M | -19.5% | -27.6% | +8.2% | -8.6% |
| 6M | -33.5% | -38.7% | +5.2% | -20.3% |
| YTD | -34.8% | -22.7% | -12.1% | -29.5% |
| 1Y | -41.6% | -17.6% | -24.0% | -38.3% |
| 3Y | +13.8% | +62.7% | -48.9% | -9.5% |
| All | +13.8% | +67.4% | -53.6% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling