+27.2%
CB vs CCJ
-21.5%
+48.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | +0.1% |
| 7D | -1.5% | +2.7% | -4.2% | -1.2% |
| 30D | +6.5% | -14.4% | +20.9% | +5.1% |
| 3M | +4.1% | -22.6% | +26.7% | +1.9% |
| 6M | +14.4% | -35.4% | +49.8% | +11.3% |
| YTD | +17.5% | -17.6% | +35.1% | +15.8% |
| All | +27.2% | -21.5% | +48.8% | +25.5% |
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