+62.7%
CCJ vs WY
-23.6%
+86.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -13.2% | +10.1% | -23.3% | -14.3% |
| 3M | -27.6% | -15.4% | -12.3% | -26.1% |
| 6M | -38.7% | -8.3% | -30.4% | -38.1% |
| YTD | -22.7% | -9.8% | -12.9% | -21.7% |
| 1Y | -17.6% | -3.9% | -13.7% | -16.8% |
| 3Y | +62.7% | -23.3% | +86.0% | +63.4% |
| All | +62.7% | -23.6% | +86.3% | +63.4% |
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