-21.1%
CCJ vs AS
+5.4%
-26.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.6% |
| 7D | +0.4% | +4.5% | -4.1% | -1.1% |
| 30D | -17.2% | +13.2% | -30.5% | -21.1% |
| 3M | -25.1% | -11.9% | -13.2% | -21.5% |
| 6M | -37.6% | -11.6% | -26.0% | -35.1% |
| YTD | -20.4% | -14.7% | -5.7% | -18.4% |
| All | -21.1% | +5.4% | -26.4% | -27.0% |
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