+76.6%
CB vs CCJ
+175.9%
-99.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | -3.1% | +6.9% | -10.0% | -2.9% |
| 3M | +9.0% | -11.6% | +20.6% | +9.0% |
| 6M | +2.9% | -16.2% | +19.1% | +2.9% |
| YTD | +10.1% | +10.1% | 0.0% | +10.0% |
| 1Y | +22.8% | +32.3% | -9.5% | +22.3% |
| All | +76.6% | +175.9% | -99.3% | +66.6% |
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