+276.4%
CCJ vs S
-52.7%
+329.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.0% |
| 7D | -7.3% | -13.4% | +6.1% | -4.6% |
| 30D | -20.0% | -14.0% | -6.0% | -17.6% |
| 3M | -23.8% | +4.9% | -28.7% | -25.3% |
| 6M | -42.4% | +42.0% | -84.4% | -47.4% |
| YTD | -22.1% | +45.1% | -67.2% | -30.2% |
| 1Y | -20.8% | +33.1% | -53.9% | -27.8% |
| 3Y | +75.7% | +40.6% | +35.1% | +51.2% |
| 5Y | +167.4% | -67.5% | +234.9% | +191.1% |
| All | +276.4% | -52.7% | +329.0% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling