+496.6%
CCJ vs PR
+147.8%
+348.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.9% | +0.2% | -3.9% |
| 7D | -18.2% | -16.5% | -1.6% | -15.7% |
| 30D | -26.5% | -4.5% | -22.0% | -26.1% |
| 3M | -27.5% | +8.5% | -36.1% | -28.8% |
| 6M | -40.3% | -3.3% | -37.0% | -40.5% |
| YTD | -25.3% | +55.7% | -81.0% | -31.5% |
| 1Y | -28.1% | +82.0% | -110.2% | -35.9% |
| 3Y | +63.8% | +62.5% | +1.4% | +47.1% |
| 5Y | +156.3% | +223.9% | -67.6% | +101.8% |
| 10Y | +787.8% | +64.2% | +723.5% | +603.3% |
| All | +496.6% | +147.8% | +348.8% | +382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling