+421.5%
CARR vs CCJ
+1,667.9%
-1,246.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -3.8% | -4.0% | +0.3% | -3.1% |
| 30D | -8.9% | -2.4% | -6.5% | -8.7% |
| 3M | -17.3% | -2.3% | -15.0% | -17.2% |
| 6M | -1.4% | -16.2% | +14.8% | +0.9% |
| YTD | +10.0% | +5.7% | +4.3% | +7.8% |
| 1Y | -6.4% | +21.3% | -27.6% | -11.2% |
| 3Y | +1.5% | +159.4% | -157.8% | -18.0% |
| 5Y | +9.3% | +300.7% | -291.4% | -20.0% |
| All | +421.5% | +1,667.9% | -1,246.4% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling