+19.1%
ADM vs CCJ
+177.8%
-158.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.8% | +0.7% | +3.0% | +3.7% |
| 30D | +9.8% | +6.9% | +2.9% | +9.5% |
| 3M | +2.1% | -11.6% | +13.8% | +2.6% |
| 6M | +27.5% | -16.2% | +43.7% | +28.0% |
| YTD | +50.2% | +10.1% | +40.1% | +48.9% |
| 1Y | +40.6% | +32.3% | +8.3% | +37.8% |
| All | +19.1% | +177.8% | -158.7% | +7.0% |
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