+150.2%
CMI vs CCJ
+164.6%
-14.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.2% |
| 7D | +0.8% | -3.2% | +4.0% | +1.5% |
| 30D | -12.8% | -1.3% | -11.5% | -12.7% |
| 3M | -12.4% | +2.5% | -15.0% | -13.2% |
| 6M | -0.9% | -18.9% | +18.0% | +2.6% |
| YTD | +8.9% | +6.5% | +2.4% | +7.7% |
| 1Y | +37.7% | +22.8% | +14.9% | +31.6% |
| All | +150.2% | +164.6% | -14.3% | +105.2% |
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