+4,256.7%
WMT vs CCJ
+1,604.2%
+2,652.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +0.1% | +5.9% | -5.8% | -0.3% |
| 30D | -5.0% | +4.7% | -9.7% | -5.3% |
| 3M | -11.3% | -3.3% | -8.0% | -11.2% |
| 6M | -13.8% | -7.0% | -6.8% | -13.8% |
| YTD | -4.2% | +11.5% | -15.7% | -5.8% |
| 1Y | +4.6% | +32.3% | -27.7% | +0.9% |
| 3Y | +100.5% | +176.8% | -76.4% | +79.5% |
| 5Y | +129.7% | +351.8% | -222.1% | +93.8% |
| 10Y | +423.4% | +1,080.5% | -657.1% | +291.9% |
| All | +4,256.7% | +1,604.2% | +2,652.5% | +3,202.1% |
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 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