+67.2%
CAH vs CCJ
+31.2%
+36.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +5.4% | +0.7% | +4.7% | +5.4% |
| 30D | +3.3% | +6.9% | -3.5% | +3.7% |
| 3M | +22.8% | -11.6% | +34.4% | +22.1% |
| 6M | +11.3% | -16.2% | +27.5% | +10.4% |
| YTD | +21.1% | +10.1% | +11.0% | +23.2% |
| 1Y | +67.2% | +32.3% | +35.0% | +71.9% |
| All | +67.2% | +31.2% | +36.0% | +71.9% |
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