-25.9%
CCJ vs S
+36.5%
-62.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.3% |
| 7D | -14.5% | -8.2% | -6.3% | -14.3% |
| 30D | -18.1% | -7.6% | -10.4% | -18.0% |
| 3M | -23.0% | +12.0% | -35.0% | -22.5% |
| 6M | -39.4% | +50.6% | -90.0% | -38.9% |
| YTD | -21.7% | +56.6% | -78.3% | -20.1% |
| 1Y | -25.9% | +39.2% | -65.2% | -21.3% |
| All | -25.9% | +36.5% | -62.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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