+30.5%
ALL vs CCJ
-24.1%
+54.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +2.4% |
| 7D | -0.1% | +0.4% | -0.6% | 0.0% |
| 30D | +13.8% | -17.2% | +31.1% | +11.1% |
| 3M | -2.8% | -25.1% | +22.3% | -6.1% |
| 6M | +23.7% | -37.6% | +61.2% | +18.1% |
| YTD | +27.3% | -20.4% | +47.6% | +25.0% |
| 1Y | +30.5% | -22.5% | +53.1% | +28.4% |
| All | +30.5% | -24.1% | +54.7% | +28.4% |
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