+32.3%
CCJ vs P
+32.0%
+0.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +0.7% | +6.5% | -5.8% | -0.9% |
| 30D | +6.9% | +18.8% | -12.0% | +1.3% |
| 3M | -11.6% | +26.7% | -38.4% | -18.1% |
| 6M | -16.2% | +62.2% | -78.4% | -28.3% |
| YTD | +10.1% | +48.5% | -38.4% | -4.2% |
| 1Y | +32.3% | +26.4% | +5.9% | +3.2% |
| All | +32.3% | +32.0% | +0.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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