+52.3%
CCL vs CCJ
+176.9%
-124.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | -0.1% | +5.9% | -6.1% | -1.4% |
| 30D | -20.0% | +4.7% | -24.7% | -20.9% |
| 3M | -13.7% | -3.3% | -10.4% | -13.3% |
| 6M | -9.0% | -7.0% | -2.0% | -8.2% |
| YTD | -22.8% | +11.5% | -34.3% | -25.3% |
| 1Y | -25.3% | +32.3% | -57.6% | -31.3% |
| All | +52.3% | +176.9% | -124.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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