-13.7%
CCJ vs IRE
-97.2%
+83.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +39.6% | -35.2% | -0.3% |
| 7D | -7.3% | -27.2% | +19.9% | -5.9% |
| 30D | -20.0% | -75.1% | +55.2% | -9.3% |
| 3M | -23.8% | -77.9% | +54.0% | -14.1% |
| 6M | -42.4% | -94.6% | +52.2% | -28.5% |
| YTD | -22.1% | -91.5% | +69.5% | -12.2% |
| 1Y | -20.8% | -97.8% | +77.0% | -7.9% |
| All | -13.7% | -97.2% | +83.5% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling