-25.9%
CCJ vs VSXY
+210.1%
-236.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.4% | -9.6% | -2.2% |
| 7D | -14.5% | +14.2% | -28.7% | -16.0% |
| 30D | -18.1% | +21.9% | -39.9% | -20.2% |
| 3M | -23.0% | +22.1% | -45.1% | -25.4% |
| 6M | -39.4% | +116.7% | -156.1% | -46.8% |
| YTD | -21.7% | +101.1% | -122.8% | -30.6% |
| 1Y | -25.9% | +208.0% | -234.0% | -34.0% |
| All | -25.9% | +210.1% | -236.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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