-25.9%
CCJ vs ES
-1.6%
-24.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -14.5% | +5.3% | -19.8% | -14.8% |
| 30D | -18.1% | +8.9% | -27.0% | -18.7% |
| 3M | -23.0% | -1.9% | -21.1% | -22.8% |
| 6M | -39.4% | +3.9% | -43.3% | -39.9% |
| YTD | -21.7% | +8.3% | -29.9% | -23.0% |
| 1Y | -25.9% | -0.1% | -25.8% | -27.8% |
| All | -25.9% | -1.6% | -24.3% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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