+37.6%
CL vs CCJ
+69.7%
-32.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -1.9% |
| 7D | +1.3% | -7.3% | +8.6% | +1.0% |
| 30D | +11.4% | -20.0% | +31.3% | +10.3% |
| 3M | +4.4% | -23.8% | +28.3% | +3.3% |
| 6M | +10.8% | -42.4% | +53.2% | +8.6% |
| YTD | +25.1% | -22.1% | +47.2% | +24.4% |
| 1Y | +28.0% | -20.8% | +48.8% | +27.4% |
| 3Y | +37.6% | +75.7% | -38.1% | +37.1% |
| All | +37.6% | +69.7% | -32.1% | +37.1% |
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