+28.0%
CL vs CCJ
-24.3%
+52.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -1.8% |
| 7D | +1.3% | -7.3% | +8.6% | +0.8% |
| 30D | +11.4% | -20.0% | +31.3% | +9.9% |
| 3M | +4.4% | -23.8% | +28.3% | +2.9% |
| 6M | +10.8% | -42.4% | +53.2% | +8.2% |
| YTD | +25.1% | -22.1% | +47.2% | +26.3% |
| 1Y | +28.0% | -20.8% | +48.8% | +29.8% |
| All | +28.0% | -24.3% | +52.2% | +29.8% |
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