+32.3%
CCJ vs VSXY
+224.6%
-192.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.2% |
| 7D | +0.7% | -14.0% | +14.7% | +2.6% |
| 30D | +6.9% | -15.9% | +22.8% | +9.1% |
| 3M | -11.6% | +3.4% | -15.0% | -12.7% |
| 6M | -16.2% | +25.9% | -42.1% | -21.9% |
| YTD | +10.1% | +39.5% | -29.4% | +2.3% |
| 1Y | +32.3% | +194.4% | -162.1% | +9.4% |
| All | +32.3% | +224.6% | -192.3% | +9.4% |
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