+5.3%
WMT vs CCJ
+22.0%
-16.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | 0.0% | -4.0% | +4.0% | 0.0% |
| 30D | -7.4% | -2.4% | -5.0% | -7.5% |
| 3M | -10.9% | -2.3% | -8.6% | -10.7% |
| 6M | -12.7% | -16.2% | +3.5% | -12.8% |
| YTD | -3.2% | +5.7% | -8.9% | -3.0% |
| 1Y | +5.3% | +21.3% | -16.0% | +6.1% |
| All | +5.3% | +22.0% | -16.7% | +6.1% |
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