+138.0%
B vs CCJ
+163.1%
-25.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.6% |
| 7D | +9.6% | -7.3% | +16.9% | +11.7% |
| 30D | +3.5% | -20.0% | +23.5% | +9.7% |
| 3M | -1.6% | -23.8% | +22.3% | +5.6% |
| 6M | -1.7% | -42.4% | +40.7% | +13.0% |
| YTD | -5.3% | -22.1% | +16.7% | +2.0% |
| 1Y | +27.2% | -20.8% | +48.0% | +36.4% |
| 3Y | +166.1% | +75.7% | +90.4% | +134.5% |
| All | +138.0% | +163.1% | -25.1% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling