+29,203.8%
ORLY vs CCJ
+1,578.1%
+27,625.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | -1.0% | +4.2% | -5.2% | -1.5% |
| 30D | -6.7% | +3.2% | -9.9% | -7.1% |
| 3M | -3.8% | -1.8% | -2.0% | -3.9% |
| 6M | -9.0% | -13.5% | +4.5% | -8.2% |
| YTD | -5.6% | +9.7% | -15.4% | -7.8% |
| 1Y | -19.5% | +30.0% | -49.5% | -23.6% |
| 3Y | +34.7% | +172.6% | -137.9% | +12.9% |
| 5Y | +118.0% | +342.9% | -224.9% | +65.4% |
| 10Y | +364.1% | +1,099.7% | -735.6% | +186.1% |
| All | +29,203.8% | +1,578.1% | +27,625.7% | +15,972.5% |
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 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