+169.4%
CCJ vs WY
-23.0%
+192.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +4.2% | -1.7% | +5.9% | +4.4% |
| 30D | +3.2% | -9.9% | +13.0% | +4.6% |
| 3M | -1.8% | -7.5% | +5.7% | -0.9% |
| 6M | -13.5% | -5.1% | -8.4% | -13.1% |
| YTD | +9.7% | -2.1% | +11.8% | +10.0% |
| 1Y | +30.0% | -7.3% | +37.3% | +31.2% |
| All | +169.4% | -23.0% | +192.4% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling