+91.0%
CCJ vs CART
+40.2%
+50.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +3.7% | -0.6% | +4.3% | +3.8% |
| 30D | -13.7% | +23.1% | -36.8% | -15.8% |
| 3M | -24.7% | +19.2% | -43.9% | -26.4% |
| 6M | -38.1% | +45.7% | -83.8% | -41.0% |
| YTD | -18.8% | +30.9% | -49.6% | -21.7% |
| 1Y | -19.5% | +50.2% | -69.7% | -24.1% |
| 3Y | +75.9% | +133.5% | -57.6% | +65.5% |
| All | +91.0% | +40.2% | +50.8% | +84.1% |
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