+65.1%
CCJ vs AR
+48.5%
+16.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.7% |
| 7D | +5.0% | +6.4% | -1.4% | +3.7% |
| 30D | -16.7% | +3.1% | -19.8% | -17.3% |
| 3M | -27.5% | +3.3% | -30.8% | -28.2% |
| 6M | -38.6% | +6.6% | -45.2% | -39.9% |
| YTD | -21.5% | +12.3% | -33.9% | -25.7% |
| 1Y | -22.3% | +12.3% | -34.6% | -26.5% |
| All | +65.1% | +48.5% | +16.6% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling