+161.4%
CCJ vs MKTX
-25.2%
+186.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -1.3% | +0.8% | -2.2% | -1.3% |
| 3M | +2.5% | +41.1% | -38.6% | +4.0% |
| 6M | -18.9% | -9.5% | -9.3% | -20.3% |
| YTD | +6.5% | -8.7% | +15.2% | +4.8% |
| 1Y | +22.8% | -10.0% | +32.8% | +21.1% |
| All | +161.4% | -25.2% | +186.6% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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