+180.2%
CAH vs CCJ
+172.7%
+7.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -2.2% | +4.2% | -6.4% | -2.3% |
| 30D | +1.2% | +3.2% | -2.0% | +1.2% |
| 3M | +13.1% | -1.8% | +14.9% | +13.1% |
| 6M | +8.5% | -13.5% | +22.0% | +8.5% |
| YTD | +17.6% | +9.7% | +7.9% | +16.9% |
| 1Y | +60.7% | +30.0% | +30.7% | +57.8% |
| All | +180.2% | +172.7% | +7.5% | +162.6% |
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