-20.8%
CCJ vs AS
+0.9%
-21.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.2% |
| 7D | -7.3% | +6.9% | -14.2% | -9.6% |
| 30D | -20.0% | +16.0% | -35.9% | -24.5% |
| 3M | -23.8% | -12.8% | -11.0% | -19.9% |
| 6M | -42.4% | -15.4% | -27.0% | -38.9% |
| YTD | -22.1% | -15.7% | -6.3% | -19.8% |
| 1Y | -20.8% | +6.1% | -26.9% | -26.9% |
| All | -20.8% | +0.9% | -21.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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