+4,017.0%
ORCL vs CCJ
+1,091.6%
+2,925.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.2% |
| 7D | -11.2% | -7.3% | -3.9% | -9.5% |
| 30D | -18.8% | -20.0% | +1.1% | -14.4% |
| 3M | -18.8% | -23.8% | +5.1% | -13.4% |
| 6M | -39.7% | -42.4% | +2.7% | -31.7% |
| YTD | -39.6% | -22.1% | -17.6% | -36.6% |
| 1Y | -51.7% | -20.8% | -30.9% | -49.5% |
| 3Y | +10.2% | +75.7% | -65.5% | -5.0% |
| 5Y | +30.8% | +167.4% | -136.6% | -0.8% |
| 10Y | +252.1% | +826.3% | -574.3% | +81.6% |
| All | +4,017.0% | +1,091.6% | +2,925.4% | +1,720.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling