+65.3%
CME vs CCJ
+75.9%
-10.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.3% |
| 7D | +2.5% | +3.7% | -1.2% | +2.7% |
| 30D | +13.9% | -13.7% | +27.6% | +13.2% |
| 3M | +22.4% | -24.7% | +47.1% | +20.9% |
| 6M | +12.9% | -38.1% | +51.0% | +11.0% |
| YTD | +19.6% | -18.8% | +38.4% | +19.1% |
| 1Y | +17.7% | -19.5% | +37.2% | +17.2% |
| All | +65.3% | +75.9% | -10.5% | +66.4% |
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 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