+75.7%
AA vs CCJ
+85.2%
-9.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.7% | +0.1% | +3.5% |
| 7D | +4.8% | +2.7% | +2.1% | +3.7% |
| 30D | -0.6% | -14.4% | +13.8% | +5.5% |
| 3M | -16.3% | -22.6% | +6.3% | -7.7% |
| 6M | -33.4% | -35.4% | +2.0% | -21.4% |
| YTD | -20.7% | -17.6% | -3.1% | -14.9% |
| 1Y | +12.9% | -18.1% | +31.1% | +21.2% |
| 3Y | +75.7% | +79.6% | -3.9% | +31.1% |
| All | +75.7% | +85.2% | -9.5% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling