+35.0%
CAH vs CCJ
-26.2%
+61.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.5% |
| 7D | +7.0% | -14.5% | +21.5% | +6.6% |
| 30D | +12.4% | -18.1% | +30.4% | +11.8% |
| 3M | +12.2% | -23.0% | +35.2% | +11.6% |
| 6M | +33.2% | -39.4% | +72.6% | +31.9% |
| YTD | +28.4% | -21.7% | +50.0% | +26.3% |
| 1Y | +35.0% | -25.9% | +61.0% | +32.9% |
| All | +35.0% | -26.2% | +61.2% | +32.9% |
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 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