+23.4%
CCJ vs IRE
-82.8%
+106.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.2% | -9.0% | +0.1% |
| 7D | +5.9% | +58.9% | -53.0% | +0.3% |
| 30D | +4.7% | +17.2% | -12.5% | +1.5% |
| 3M | -3.3% | -58.6% | +55.3% | +1.1% |
| 6M | -7.0% | -23.5% | +16.4% | -14.2% |
| YTD | +11.5% | -47.4% | +58.9% | +6.0% |
| All | +23.4% | -82.8% | +106.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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