-19.9%
CCJ vs ES
-0.3%
-19.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.7% |
| 7D | +2.7% | -0.1% | +2.8% | +2.6% |
| 30D | -14.4% | +5.7% | -20.1% | -14.8% |
| 3M | -22.6% | -2.8% | -19.8% | -22.6% |
| 6M | -35.4% | +7.0% | -42.4% | -36.3% |
| YTD | -17.6% | +6.8% | -24.4% | -18.6% |
| All | -19.9% | -0.3% | -19.6% | -21.2% |
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