+7.0%
WMT vs CCJ
+31.2%
-24.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | -4.4% | +6.9% | -11.3% | -4.3% |
| 3M | -8.8% | -11.6% | +2.9% | -8.8% |
| 6M | -15.6% | -16.2% | +0.6% | -15.8% |
| YTD | -3.2% | +10.1% | -13.3% | -2.9% |
| 1Y | +7.0% | +32.3% | -25.2% | +8.1% |
| All | +7.0% | +31.2% | -24.2% | +8.1% |
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