+93.7%
CCJ vs CART
+39.2%
+54.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | +2.7% | +1.5% | +1.2% | +2.6% |
| 30D | -14.4% | +22.4% | -36.8% | -16.4% |
| 3M | -22.6% | +16.5% | -39.1% | -24.2% |
| 6M | -35.4% | +44.9% | -80.3% | -38.4% |
| YTD | -17.6% | +30.0% | -47.6% | -20.6% |
| 1Y | -18.1% | +59.1% | -77.2% | -23.6% |
| 3Y | +79.6% | +138.8% | -59.2% | +69.0% |
| All | +93.7% | +39.2% | +54.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling