-20.8%
CCJ vs PL
-3.5%
-17.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.4% | -6.0% | +1.9% |
| 7D | -7.3% | -6.8% | -0.5% | -5.9% |
| 30D | -20.0% | -29.3% | +9.3% | -13.6% |
| 3M | -23.8% | -44.8% | +20.9% | -13.5% |
| 6M | -42.4% | -68.4% | +26.0% | -27.4% |
| YTD | -22.1% | -36.4% | +14.3% | -17.6% |
| 1Y | -20.8% | +0.7% | -21.6% | -25.8% |
| All | -20.8% | -3.5% | -17.3% | -25.8% |
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