+43.4%
CL vs CCJ
+159.0%
-115.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +3.2% | -0.8% | +4.0% | +3.2% |
| 30D | +8.0% | -13.2% | +21.2% | +7.8% |
| 3M | +7.9% | -27.6% | +35.5% | +7.4% |
| 6M | +14.7% | -38.7% | +53.4% | +14.2% |
| YTD | +29.2% | -22.7% | +51.8% | +28.7% |
| 1Y | +29.5% | -17.6% | +47.1% | +29.1% |
| 3Y | +40.7% | +62.7% | -22.0% | +38.4% |
| All | +43.4% | +159.0% | -115.6% | +41.9% |
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