+4.9%
AA vs CCJ
-22.9%
+27.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.0% |
| 7D | +0.5% | -0.8% | +1.3% | +1.0% |
| 30D | -0.6% | -13.2% | +12.6% | +6.7% |
| 3M | -19.7% | -27.6% | +8.0% | -5.5% |
| 6M | -41.6% | -38.7% | -2.9% | -25.4% |
| YTD | -24.6% | -22.7% | -1.9% | -16.9% |
| 1Y | +4.9% | -17.6% | +22.4% | +11.5% |
| All | +4.9% | -22.9% | +27.7% | +11.5% |
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