-29.6%
CLS vs CCJ
-26.2%
-3.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.2% | -7.8% | -8.1% |
| 7D | -21.1% | -14.5% | -6.6% | -10.3% |
| 30D | -38.2% | -18.1% | -20.2% | -26.9% |
| 3M | -36.3% | -23.0% | -13.3% | -21.3% |
| 6M | -43.8% | -39.4% | -4.4% | -16.8% |
| YTD | -20.0% | -21.7% | +1.6% | -12.7% |
| 1Y | -29.6% | -25.9% | -3.7% | -16.5% |
| All | -29.6% | -26.2% | -3.4% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling