+74.9%
CB vs CCJ
+67.4%
+7.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.0% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +7.3% | -13.2% | +20.5% | +6.9% |
| 3M | +9.4% | -27.6% | +37.0% | +8.4% |
| 6M | +19.6% | -38.7% | +58.3% | +18.4% |
| YTD | +21.5% | -22.7% | +44.2% | +20.3% |
| 1Y | +28.0% | -17.6% | +45.6% | +26.7% |
| 3Y | +74.9% | +62.7% | +12.2% | +66.9% |
| All | +74.9% | +67.4% | +7.5% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling