+200.4%
B vs CCJ
+175.9%
+24.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +9.4% | +6.9% | +2.6% | +7.2% |
| 3M | +5.0% | -11.6% | +16.6% | +8.6% |
| 6M | -3.5% | -16.2% | +12.7% | +0.9% |
| YTD | +4.5% | +10.1% | -5.7% | +3.0% |
| 1Y | +67.8% | +32.3% | +35.5% | +57.5% |
| All | +200.4% | +175.9% | +24.5% | +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