+131.4%
WMT vs CCJ
+326.6%
-195.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.1% |
| 7D | -2.5% | -3.2% | +0.7% | -2.3% |
| 30D | -6.4% | -1.3% | -5.1% | -6.4% |
| 3M | -12.1% | +2.5% | -14.6% | -12.3% |
| 6M | -15.0% | -18.9% | +3.9% | -14.3% |
| YTD | -4.5% | +6.5% | -11.0% | -5.5% |
| 1Y | +6.2% | +22.8% | -16.6% | +3.6% |
| 3Y | +99.9% | +164.5% | -64.6% | +81.7% |
| 5Y | +131.4% | +303.7% | -172.3% | +103.9% |
| All | +131.4% | +326.6% | -195.1% | +103.9% |
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