-36.2%
CLS vs CCJ
-34.9%
-1.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +6.6% |
| 7D | +2.8% | +3.7% | -0.9% | -0.4% |
| 30D | -30.1% | -13.7% | -16.4% | -19.2% |
| 3M | -21.7% | -24.7% | +3.0% | +1.7% |
| 6M | -36.2% | -38.1% | +1.9% | +1.4% |
| All | -36.2% | -34.9% | -1.3% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling