+96.3%
CAT vs CCJ
+33.1%
+63.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +5.6% | +5.9% | -0.4% | +3.7% |
| 30D | -2.3% | +4.7% | -7.0% | -3.8% |
| 3M | -10.0% | -3.3% | -6.7% | -9.8% |
| 6M | +21.2% | -7.0% | +28.3% | +22.3% |
| YTD | +44.4% | +11.5% | +33.0% | +42.3% |
| 1Y | +96.3% | +32.3% | +64.0% | +93.7% |
| All | +96.3% | +33.1% | +63.2% | +93.7% |
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