+91.4%
ORCL vs CCJ
+369.1%
-277.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.3% | +0.7% | +4.5% | +5.1% |
| 30D | +10.0% | +6.9% | +3.1% | +8.0% |
| 3M | -32.6% | -11.6% | -20.9% | -30.5% |
| 6M | +4.9% | -16.2% | +21.2% | +8.7% |
| YTD | -17.8% | +10.1% | -27.9% | -20.6% |
| 1Y | -28.0% | +32.3% | -60.3% | -34.1% |
| 3Y | +36.0% | +171.3% | -135.3% | +6.1% |
| All | +91.4% | +369.1% | -277.7% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling