+68.4%
CCJ vs PL
+403.1%
-334.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -10.1% | +5.4% | -3.0% |
| 7D | -18.2% | -20.5% | +2.4% | -15.0% |
| 30D | -26.5% | -38.8% | +12.2% | -20.6% |
| 3M | -27.5% | -49.1% | +21.6% | -19.6% |
| 6M | -40.3% | -69.4% | +29.1% | -29.2% |
| YTD | -25.3% | -42.3% | +17.0% | -20.1% |
| 1Y | -28.1% | -14.2% | -13.9% | -27.5% |
| All | +68.4% | +403.1% | -334.7% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling