-41.8%
CLF vs CCJ
+159.0%
-200.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.7% |
| 7D | +10.4% | -0.8% | +11.2% | +10.7% |
| 30D | +0.6% | -13.2% | +13.7% | +5.8% |
| 3M | +4.1% | -27.6% | +31.8% | +16.8% |
| 6M | +15.1% | -38.7% | +53.8% | +36.7% |
| YTD | -4.7% | -22.7% | +17.9% | +2.4% |
| 1Y | +20.4% | -17.6% | +37.9% | +26.2% |
| 3Y | -23.4% | +62.7% | -86.1% | -43.6% |
| All | -41.8% | +159.0% | -200.7% | -68.7% |
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