+32.3%
CCJ vs AR
+17.5%
+14.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.1% |
| 7D | +5.9% | -1.8% | +7.8% | +5.7% |
| 30D | +4.7% | +12.6% | -7.9% | +6.5% |
| 3M | -3.3% | +10.0% | -13.3% | -1.6% |
| 6M | -7.0% | +0.6% | -7.7% | -6.7% |
| YTD | +11.5% | +13.4% | -2.0% | +11.9% |
| 1Y | +32.3% | +21.7% | +10.6% | +37.3% |
| All | +32.3% | +17.5% | +14.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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