-17.6%
CCJ vs GAP
-12.4%
-5.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | -0.8% | -1.9% | +1.1% | -0.5% |
| 30D | -13.2% | -7.1% | -6.1% | -12.3% |
| 3M | -27.6% | +4.1% | -31.7% | -28.2% |
| 6M | -38.7% | +1.9% | -40.6% | -39.7% |
| YTD | -22.7% | -15.2% | -7.5% | -20.8% |
| 1Y | -17.6% | -10.6% | -6.9% | -16.6% |
| All | -17.6% | -12.4% | -5.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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