+75.7%
CCJ vs KEY
+106.2%
-30.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.5% |
| 7D | -7.3% | -1.3% | -6.0% | -6.9% |
| 30D | -20.0% | +5.1% | -25.1% | -21.2% |
| 3M | -23.8% | -7.1% | -16.7% | -22.1% |
| 6M | -42.4% | -4.4% | -38.0% | -41.7% |
| YTD | -22.1% | +4.0% | -26.1% | -23.1% |
| 1Y | -20.8% | +23.4% | -44.2% | -25.4% |
| 3Y | +75.7% | +113.9% | -38.2% | +65.2% |
| All | +75.7% | +106.2% | -30.5% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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