-25.9%
CCJ vs OMC
+24.5%
-50.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -0.7% |
| 7D | -14.5% | +12.5% | -27.0% | -13.5% |
| 30D | -18.1% | +16.3% | -34.3% | -16.9% |
| 3M | -23.0% | +8.1% | -31.1% | -22.3% |
| 6M | -39.4% | +17.2% | -56.5% | -38.3% |
| YTD | -21.7% | +11.8% | -33.4% | -22.5% |
| 1Y | -25.9% | +23.9% | -49.9% | -23.5% |
| All | -25.9% | +24.5% | -50.4% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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