+183.3%
CAT vs CCJ
+163.1%
+20.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | -0.2% |
| 7D | -10.3% | -7.3% | -3.0% | -8.6% |
| 30D | -31.2% | -20.0% | -11.2% | -27.4% |
| 3M | -34.7% | -23.8% | -10.8% | -30.4% |
| 6M | -39.5% | -42.4% | +2.9% | -31.5% |
| YTD | -1.7% | -22.1% | +20.4% | +3.9% |
| 1Y | -1.1% | -20.8% | +19.7% | +4.1% |
| 3Y | +143.9% | +75.7% | +68.1% | +106.7% |
| All | +183.3% | +163.1% | +20.2% | +115.1% |
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 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