+732.7%
CLS vs CCJ
+69.7%
+663.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -2.4% |
| 7D | -22.2% | -7.3% | -14.9% | -17.9% |
| 30D | -44.4% | -20.0% | -24.4% | -34.9% |
| 3M | -34.3% | -23.8% | -10.4% | -21.0% |
| 6M | -50.1% | -42.4% | -7.7% | -28.1% |
| YTD | -30.1% | -22.1% | -8.0% | -17.5% |
| 1Y | -39.3% | -20.8% | -18.5% | -28.5% |
| 3Y | +732.7% | +75.7% | +657.0% | +535.2% |
| All | +732.7% | +69.7% | +663.0% | +535.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling