+326.0%
CAT vs CCJ
+369.1%
-43.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -6.6% | +6.9% | -13.4% | -8.1% |
| 3M | -13.3% | -11.6% | -1.6% | -11.2% |
| 6M | +11.6% | -16.2% | +27.8% | +15.1% |
| YTD | +42.9% | +10.1% | +32.8% | +39.4% |
| 1Y | +95.4% | +32.3% | +63.2% | +82.0% |
| 3Y | +196.6% | +171.3% | +25.3% | +130.7% |
| All | +326.0% | +369.1% | -43.1% | +196.4% |
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