+21.3%
CCJ vs OMC
+7.0%
+14.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -4.0% | -4.4% | +0.3% | -4.6% |
| 30D | -2.4% | -7.6% | +5.2% | -3.4% |
| 3M | -2.3% | +4.5% | -6.8% | -1.1% |
| 6M | -16.2% | -0.3% | -16.0% | -16.1% |
| YTD | +5.7% | -0.1% | +5.8% | +3.5% |
| 1Y | +21.3% | +4.6% | +16.6% | +20.6% |
| All | +21.3% | +7.0% | +14.2% | +20.6% |
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