-17.6%
CCJ vs A
+17.3%
-34.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -13.2% | 0.0% | -13.2% | -12.9% |
| 3M | -27.6% | +16.7% | -44.3% | -29.7% |
| 6M | -38.7% | +54.8% | -93.5% | -43.8% |
| YTD | -22.7% | +28.8% | -51.5% | -28.1% |
| 1Y | -17.6% | +19.3% | -36.9% | -21.3% |
| All | -17.6% | +17.3% | -34.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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