-14.4%
CCJ vs IRE
-98.1%
+83.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.4% | +12.9% | +0.2% |
| 7D | -0.8% | -31.8% | +31.0% | +3.3% |
| 30D | -13.2% | -71.8% | +58.6% | -2.9% |
| 3M | -27.6% | -88.9% | +61.3% | -11.7% |
| 6M | -38.7% | -95.4% | +56.7% | -22.4% |
| YTD | -22.7% | -94.2% | +71.5% | -9.3% |
| 1Y | -17.6% | -97.1% | +79.5% | -1.7% |
| All | -14.4% | -98.1% | +83.7% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling