+22.1%
CB vs CCJ
+33.1%
-11.0%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.7% | -1.4% |
| 7D | -0.6% | +5.9% | -6.6% | -0.2% |
| 30D | -3.9% | +4.7% | -8.6% | -3.5% |
| 3M | +4.9% | -3.3% | +8.2% | +5.2% |
| 6M | +3.3% | -7.0% | +10.3% | +3.5% |
| YTD | +8.5% | +11.5% | -2.9% | +9.8% |
| 1Y | +22.1% | +32.3% | -10.2% | +24.8% |
| All | +22.1% | +33.1% | -11.0% | +24.8% |
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 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