-49.8%
CCI vs CCJ
+354.8%
-404.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +0.2% | +5.9% | -5.8% | -0.1% |
| 30D | +0.5% | +4.7% | -4.2% | +0.2% |
| 3M | -16.3% | -3.3% | -13.0% | -16.2% |
| 6M | -13.9% | -7.0% | -6.9% | -13.9% |
| YTD | -12.4% | +11.5% | -23.9% | -13.4% |
| 1Y | -15.2% | +32.3% | -47.5% | -17.2% |
| 3Y | -9.9% | +176.8% | -186.7% | -19.8% |
| All | -49.8% | +354.8% | -404.6% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling