+7.2%
ADM vs CCJ
+75.2%
-68.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -0.8% |
| 7D | -9.0% | -7.3% | -1.7% | -8.9% |
| 30D | -14.0% | -20.0% | +6.0% | -13.5% |
| 3M | -9.2% | -23.8% | +14.7% | -8.7% |
| 6M | -9.2% | -42.4% | +33.2% | -7.8% |
| YTD | +24.2% | -22.1% | +46.3% | +24.2% |
| 1Y | +27.0% | -20.8% | +47.8% | +26.8% |
| All | +7.2% | +75.2% | -68.0% | -0.5% |
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 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