+27.0%
ALL vs CCJ
+31.2%
-4.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | 0.0% | +0.7% | -0.7% | +0.1% |
| 30D | -1.5% | +6.9% | -8.4% | -0.7% |
| 3M | +23.6% | -11.6% | +35.3% | +23.2% |
| 6M | +22.3% | -16.2% | +38.6% | +21.8% |
| YTD | +26.5% | +10.1% | +16.4% | +28.4% |
| 1Y | +27.0% | +32.3% | -5.3% | +30.3% |
| All | +27.0% | +31.2% | -4.2% | +30.3% |
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