-35.0%
CLS vs CCJ
-24.1%
-10.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +3.2% |
| 7D | -13.9% | +0.4% | -14.3% | -13.9% |
| 30D | -38.2% | -17.2% | -20.9% | -27.1% |
| 3M | -28.8% | -25.1% | -3.7% | -9.6% |
| 6M | -40.4% | -37.6% | -2.8% | -12.9% |
| YTD | -24.3% | -20.4% | -3.9% | -20.5% |
| 1Y | -35.0% | -22.5% | -12.5% | -28.1% |
| All | -35.0% | -24.1% | -10.9% | -28.1% |
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