-47.8%
CLF vs CCJ
+369.1%
-416.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +7.6% | +0.7% | +6.8% | +7.2% |
| 30D | -1.2% | +6.9% | -8.0% | -3.8% |
| 3M | -13.4% | -11.6% | -1.7% | -10.0% |
| 6M | +15.4% | -16.2% | +31.6% | +21.9% |
| YTD | -5.9% | +10.1% | -16.0% | -10.9% |
| 1Y | +18.8% | +32.3% | -13.4% | +4.0% |
| 3Y | -19.4% | +171.3% | -190.7% | -51.4% |
| All | -47.8% | +369.1% | -416.9% | -75.9% |
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