-20.2%
ARM vs CCJ
-44.1%
+23.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.7% | -8.4% | -8.0% |
| 7D | -27.1% | -18.2% | -9.0% | -9.1% |
| 30D | -44.9% | -26.5% | -18.4% | -22.9% |
| 3M | -39.3% | -27.5% | -11.8% | -15.2% |
| 6M | -20.2% | -40.3% | +20.1% | +39.8% |
| All | -20.2% | -44.1% | +23.9% | +39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling