-1.8%
CEG vs CCJ
+29.0%
-30.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +1.3% | +4.2% | -2.8% | +0.1% |
| 30D | +8.8% | +3.2% | +5.7% | +7.6% |
| 3M | +17.0% | -1.8% | +18.8% | +17.0% |
| 6M | -8.7% | -13.5% | +4.8% | -5.9% |
| YTD | -16.4% | +9.7% | -26.2% | -19.6% |
| 1Y | -1.8% | +30.0% | -31.8% | -7.1% |
| All | -1.8% | +29.0% | -30.8% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling