-17.6%
CCJ vs ES
+2.1%
-19.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -0.8% | +2.7% | -3.5% | -0.8% |
| 30D | -13.2% | +7.6% | -20.8% | -13.5% |
| 3M | -27.6% | +0.5% | -28.1% | -27.6% |
| 6M | -38.7% | +7.6% | -46.3% | -39.3% |
| YTD | -22.7% | +10.2% | -32.9% | -23.7% |
| 1Y | -17.6% | +1.8% | -19.4% | -19.0% |
| All | -17.6% | +2.1% | -19.7% | -19.0% |
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