+83.2%
CCJ vs CART
+38.4%
+44.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.3% |
| 7D | -7.3% | +3.0% | -10.3% | -7.6% |
| 30D | -20.0% | +28.6% | -48.5% | -22.3% |
| 3M | -23.8% | +29.1% | -52.9% | -26.3% |
| 6M | -42.4% | +44.7% | -87.1% | -45.1% |
| YTD | -22.1% | +29.2% | -51.3% | -24.8% |
| 1Y | -20.8% | +66.2% | -87.0% | -26.6% |
| 3Y | +75.7% | +112.8% | -37.1% | +65.9% |
| All | +83.2% | +38.4% | +44.9% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling