+63.5%
AA vs CCJ
+29.0%
+34.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.4% |
| 7D | -0.6% | +4.2% | -4.8% | -2.2% |
| 30D | -1.6% | +3.2% | -4.7% | -2.9% |
| 3M | -29.8% | -1.8% | -28.0% | -29.6% |
| 6M | -16.6% | -13.5% | -3.1% | -13.1% |
| YTD | -4.0% | +9.7% | -13.8% | -4.4% |
| 1Y | +63.5% | +30.0% | +33.5% | +62.7% |
| All | +63.5% | +29.0% | +34.5% | +62.7% |
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