+162.1%
CCJ vs CART
+14.3%
+147.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +1.9% |
| 7D | +5.9% | -4.1% | +10.0% | +6.4% |
| 30D | +4.7% | -4.3% | +9.0% | +5.1% |
| 3M | -3.3% | +13.1% | -16.4% | -4.9% |
| 6M | -7.0% | +26.0% | -33.0% | -10.1% |
| YTD | +11.5% | +6.7% | +4.7% | +10.1% |
| 1Y | +32.3% | +6.3% | +26.0% | +30.1% |
| All | +162.1% | +14.3% | +147.8% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling