+30.0%
CL vs CCJ
+369.1%
-339.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | +0.7% | -2.9% | -2.2% |
| 30D | -4.8% | +6.9% | -11.7% | -4.7% |
| 3M | +4.9% | -11.6% | +16.6% | +4.9% |
| 6M | -5.7% | -16.2% | +10.5% | -5.8% |
| YTD | +14.4% | +10.1% | +4.3% | +14.5% |
| 1Y | +8.7% | +32.3% | -23.5% | +8.9% |
| 3Y | +30.0% | +171.3% | -141.3% | +28.3% |
| All | +30.0% | +369.1% | -339.1% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling