+296.4%
ARM vs CCJ
+155.9%
+140.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +5.5% | +0.7% | +4.7% | +5.1% |
| 30D | -8.2% | +6.9% | -15.1% | -11.3% |
| 3M | -35.9% | -11.6% | -24.3% | -32.1% |
| 6M | +103.1% | -16.2% | +119.3% | +119.5% |
| YTD | +130.6% | +10.1% | +120.5% | +119.8% |
| 1Y | +86.1% | +32.3% | +53.8% | +58.3% |
| All | +296.4% | +155.9% | +140.5% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling