+55.3%
B vs CCJ
+33.1%
+22.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.0% |
| 7D | +2.3% | +5.9% | -3.6% | -0.2% |
| 30D | +1.4% | +4.7% | -3.4% | -0.7% |
| 3M | +12.2% | -3.3% | +15.5% | +13.1% |
| 6M | -2.1% | -7.0% | +4.9% | +0.4% |
| YTD | +2.9% | +11.5% | -8.5% | +2.8% |
| 1Y | +55.3% | +32.3% | +23.0% | +46.5% |
| All | +55.3% | +33.1% | +22.2% | +46.5% |
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