+9.1%
CARR vs CCJ
+284.7%
-275.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.7% |
| 7D | -4.1% | -3.2% | -0.9% | -3.5% |
| 30D | -11.0% | -1.3% | -9.6% | -10.9% |
| 3M | -16.4% | +2.5% | -18.9% | -17.0% |
| 6M | -2.4% | -18.9% | +16.5% | +0.6% |
| YTD | +8.4% | +6.5% | +1.9% | +5.8% |
| 1Y | -8.0% | +22.8% | -30.8% | -13.5% |
| 3Y | +0.6% | +164.5% | -163.9% | -21.5% |
| All | +9.1% | +284.7% | -275.6% | -23.8% |
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