+1,604.2%
CCJ vs WY
+274.1%
+1,330.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +1.8% |
| 7D | +5.9% | -2.1% | +8.0% | +6.7% |
| 30D | +4.7% | -10.5% | +15.2% | +9.1% |
| 3M | -3.3% | -4.9% | +1.6% | -2.1% |
| 6M | -7.0% | -4.9% | -2.1% | -5.8% |
| YTD | +11.5% | -1.7% | +13.1% | +11.3% |
| 1Y | +32.3% | -9.4% | +41.6% | +35.3% |
| 3Y | +176.8% | -22.3% | +199.1% | +192.2% |
| 5Y | +351.8% | -20.5% | +372.3% | +372.3% |
| 10Y | +1,080.5% | +4.9% | +1,075.6% | +915.6% |
| All | +1,604.2% | +274.1% | +1,330.1% | +793.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling