+35.8%
ARM vs CCJ
-22.9%
+58.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -3.6% |
| 7D | +9.1% | -0.8% | +9.9% | +10.0% |
| 30D | -19.9% | -13.2% | -6.8% | -10.9% |
| 3M | -31.6% | -27.6% | -4.0% | -14.7% |
| 6M | -13.9% | -38.7% | +24.8% | +16.6% |
| YTD | +74.3% | -22.7% | +97.0% | +106.9% |
| 1Y | +35.8% | -17.6% | +53.4% | +58.0% |
| All | +35.8% | -22.9% | +58.7% | +58.0% |
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 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