-65.0%
CBRS vs CCJ
-38.5%
-26.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.5% | +12.7% | +12.6% |
| 7D | +21.2% | -0.8% | +22.0% | +22.2% |
| 30D | -23.2% | -13.2% | -10.0% | -12.0% |
| 3M | -52.9% | -27.6% | -25.3% | -37.7% |
| All | -65.0% | -38.5% | -26.6% | -52.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling