+6,559.1%
CAT vs CCJ
+1,091.6%
+5,467.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | -0.3% |
| 7D | -10.3% | -7.3% | -3.0% | -8.4% |
| 30D | -31.2% | -20.0% | -11.2% | -26.8% |
| 3M | -34.7% | -23.8% | -10.8% | -29.8% |
| 6M | -39.5% | -42.4% | +2.9% | -29.9% |
| YTD | -1.7% | -22.1% | +20.4% | +4.1% |
| 1Y | -1.1% | -20.8% | +19.7% | +4.0% |
| 3Y | +143.9% | +75.7% | +68.1% | +94.3% |
| 5Y | +194.8% | +167.4% | +27.3% | +97.3% |
| 10Y | +739.8% | +826.3% | -86.6% | +243.9% |
| All | +6,559.1% | +1,091.6% | +5,467.5% | +2,538.8% |
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 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