-17.6%
CCJ vs PR
+78.8%
-96.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.4% |
| 7D | -0.8% | +6.0% | -6.8% | -0.6% |
| 30D | -13.2% | -4.2% | -9.0% | -13.2% |
| 3M | -27.6% | +10.0% | -37.6% | -27.1% |
| 6M | -38.7% | +15.6% | -54.3% | -37.9% |
| YTD | -22.7% | +68.2% | -90.9% | -30.8% |
| 1Y | -17.6% | +79.2% | -96.8% | -28.1% |
| All | -17.6% | +78.8% | -96.4% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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