+32.3%
CCJ vs CMS
-1.9%
+34.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | +0.4% | +0.4% | +0.7% |
| 30D | +6.9% | -3.6% | +10.5% | +6.6% |
| 3M | -11.6% | -1.9% | -9.7% | -12.2% |
| 6M | -16.2% | -11.0% | -5.2% | -16.4% |
| YTD | +10.1% | +0.2% | +9.9% | +13.0% |
| 1Y | +32.3% | -1.3% | +33.6% | +31.6% |
| All | +32.3% | -1.9% | +34.1% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling