-19.9%
CCJ vs P
+10.7%
-30.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +4.1% |
| 7D | +2.7% | -9.6% | +12.3% | +4.9% |
| 30D | -14.4% | -33.4% | +19.0% | -6.2% |
| 3M | -22.6% | +14.2% | -36.8% | -26.0% |
| 6M | -35.4% | +31.6% | -67.0% | -41.3% |
| YTD | -17.6% | +53.5% | -71.1% | -28.4% |
| All | -19.9% | +10.7% | -30.5% | -28.1% |
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