+172.8%
CCJ vs PL
+454.1%
-281.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +0.7% | -9.3% | +10.0% | +2.1% |
| 30D | +6.9% | -18.9% | +25.8% | +10.2% |
| 3M | -11.6% | -58.4% | +46.7% | -0.1% |
| 6M | -16.2% | -30.3% | +14.1% | -13.3% |
| YTD | +10.1% | -8.1% | +18.2% | +9.5% |
| 1Y | +32.3% | +180.5% | -148.2% | +11.6% |
| All | +172.8% | +454.1% | -281.3% | +95.8% |
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 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