-19.6%
CCJ vs M
+25.0%
-44.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | +3.7% | -3.3% | +7.0% | +4.2% |
| 30D | -13.7% | +8.1% | -21.8% | -15.1% |
| 3M | -24.7% | +2.2% | -26.9% | -25.2% |
| 6M | -38.1% | +35.1% | -73.3% | -41.6% |
| YTD | -18.8% | +15.8% | -34.6% | -22.4% |
| All | -19.6% | +25.0% | -44.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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