+72.5%
CCJ vs PL
+570.0%
-497.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | +0.4% | +5.6% | -5.2% | -0.7% |
| 30D | -17.2% | -16.9% | -0.3% | -15.0% |
| 3M | -25.1% | -38.2% | +13.1% | -19.6% |
| 6M | -37.6% | -63.4% | +25.9% | -28.2% |
| YTD | -20.4% | -27.6% | +7.3% | -18.0% |
| 1Y | -22.5% | +6.6% | -29.1% | -24.7% |
| 3Y | +72.5% | +557.6% | -485.1% | +28.9% |
| All | +72.5% | +570.0% | -497.5% | +28.9% |
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