+153.7%
ALL vs CCJ
+174.2%
-20.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.3% |
| 7D | -1.7% | +5.9% | -7.6% | -1.6% |
| 30D | -4.7% | +4.7% | -9.4% | -4.5% |
| 3M | +18.4% | -3.3% | +21.7% | +18.6% |
| 6M | +20.5% | -7.0% | +27.5% | +20.7% |
| YTD | +23.5% | +11.5% | +12.1% | +23.2% |
| 1Y | +29.0% | +32.3% | -3.3% | +27.7% |
| 3Y | +153.7% | +176.8% | -23.1% | +131.7% |
| All | +153.7% | +174.2% | -20.5% | +131.7% |
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