+19.6%
CME vs CCJ
-26.2%
+45.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.3% |
| 7D | +4.8% | -14.5% | +19.3% | +3.5% |
| 30D | +14.2% | -18.1% | +32.2% | +12.5% |
| 3M | +17.9% | -23.0% | +40.9% | +15.8% |
| 6M | +7.2% | -39.4% | +46.6% | +4.9% |
| YTD | +16.7% | -21.7% | +38.4% | +16.4% |
| 1Y | +19.6% | -25.9% | +45.5% | +19.2% |
| All | +19.6% | -26.2% | +45.8% | +19.2% |
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 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