+194.4%
CCL vs CCJ
+1,583.6%
-1,389.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.0% | +0.7% | -5.8% | -5.3% |
| 30D | -20.3% | +6.9% | -27.2% | -21.9% |
| 3M | -15.1% | -11.6% | -3.5% | -12.6% |
| 6M | -15.1% | -16.2% | +1.1% | -11.7% |
| YTD | -21.8% | +10.1% | -31.9% | -25.3% |
| 1Y | -24.8% | +32.3% | -57.1% | -33.2% |
| 3Y | +51.9% | +171.3% | -119.4% | +5.2% |
| 5Y | +4.0% | +372.4% | -368.4% | -39.8% |
| 10Y | -42.2% | +1,070.0% | -1,112.3% | -75.2% |
| All | +194.4% | +1,583.6% | -1,389.2% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling