-22.5%
CCJ vs S
+37.8%
-60.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | -17.2% | -10.8% | -6.4% | -17.4% |
| 3M | -25.1% | +5.4% | -30.5% | -24.6% |
| 6M | -37.6% | +41.2% | -78.8% | -37.0% |
| YTD | -20.4% | +56.2% | -76.6% | -18.2% |
| 1Y | -22.5% | +36.3% | -58.8% | -16.8% |
| All | -22.5% | +37.8% | -60.3% | -16.8% |
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