+519.2%
CCJ vs PL
+84.9%
+434.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +0.7% | -9.3% | +10.0% | +2.2% |
| 30D | +6.9% | -18.9% | +25.8% | +10.5% |
| 3M | -11.6% | -58.4% | +46.7% | +0.9% |
| 6M | -16.2% | -30.3% | +14.1% | -13.5% |
| YTD | +10.1% | -8.1% | +18.2% | +8.5% |
| 1Y | +32.3% | +180.5% | -148.2% | +6.8% |
| 3Y | +171.3% | +444.1% | -272.8% | +82.3% |
| 5Y | +372.4% | +83.0% | +289.4% | +261.1% |
| All | +519.2% | +84.9% | +434.3% | +368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling