-16.2%
CCJ vs PR
+31.3%
-47.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | -0.3% |
| 7D | +0.7% | +2.9% | -2.2% | +1.5% |
| 30D | +6.9% | +18.0% | -11.2% | +12.0% |
| 3M | -11.6% | +16.9% | -28.5% | -7.3% |
| 6M | -16.2% | +28.2% | -44.4% | -5.8% |
| All | -16.2% | +31.3% | -47.5% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling