-17.6%
CCJ vs S
+30.9%
-48.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.8% | +2.0% | -2.8% | -0.8% |
| 30D | -13.2% | -2.7% | -10.5% | -12.9% |
| 3M | -27.6% | -6.9% | -20.8% | -27.0% |
| 6M | -38.7% | +38.1% | -76.8% | -37.4% |
| YTD | -22.7% | +48.0% | -70.7% | -19.6% |
| 1Y | -17.6% | +34.5% | -52.0% | -12.5% |
| All | -17.6% | +30.9% | -48.5% | -12.5% |
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