-19.9%
CCJ vs PL
+8.6%
-28.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.5% | -8.8% | +2.2% |
| 7D | +2.7% | +10.9% | -8.2% | -0.1% |
| 30D | -14.4% | -16.4% | +1.9% | -11.3% |
| 3M | -22.6% | -39.9% | +17.3% | -14.1% |
| 6M | -35.4% | -63.2% | +27.7% | -21.6% |
| YTD | -17.6% | -27.1% | +9.5% | -15.7% |
| All | -19.9% | +8.6% | -28.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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