+65.1%
CCJ vs ES
+52.1%
+13.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.4% |
| 7D | +5.0% | -1.1% | +6.1% | +5.0% |
| 30D | -16.7% | +8.2% | -24.9% | -16.7% |
| 3M | -27.5% | +0.6% | -28.1% | -27.5% |
| 6M | -38.6% | +6.0% | -44.6% | -38.7% |
| YTD | -21.5% | +9.3% | -30.9% | -21.7% |
| 1Y | -22.3% | +1.1% | -23.4% | -22.8% |
| All | +65.1% | +52.1% | +13.0% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling