+81.8%
CCJ vs CART
+40.2%
+41.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.5% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | -13.2% | +19.2% | -32.4% | -15.0% |
| 3M | -27.6% | +17.6% | -45.2% | -29.1% |
| 6M | -38.7% | +47.4% | -86.1% | -41.7% |
| YTD | -22.7% | +30.9% | -53.6% | -25.5% |
| 1Y | -17.6% | +46.0% | -63.5% | -22.0% |
| 3Y | +62.7% | +130.3% | -67.6% | +53.1% |
| All | +81.8% | +40.2% | +41.6% | +75.2% |
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