-17.6%
CCJ vs PL
+12.6%
-30.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.3% |
| 7D | -0.8% | +10.0% | -10.8% | -3.1% |
| 30D | -13.2% | -2.3% | -10.9% | -13.0% |
| 3M | -27.6% | -44.2% | +16.6% | -18.6% |
| 6M | -38.7% | -66.1% | +27.4% | -24.6% |
| YTD | -22.7% | -30.0% | +7.3% | -19.1% |
| 1Y | -17.6% | +21.0% | -38.6% | -20.1% |
| All | -17.6% | +12.6% | -30.1% | -20.1% |
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