-31.6%
CRCL vs CCJ
-26.2%
-5.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.0% |
| 7D | -6.8% | -14.5% | +7.7% | +3.6% |
| 30D | -8.6% | -18.1% | +9.4% | +4.4% |
| 3M | +20.3% | -23.0% | +43.3% | +43.9% |
| 6M | -36.3% | -39.4% | +3.1% | -11.9% |
| YTD | -4.0% | -21.7% | +17.6% | +10.8% |
| 1Y | -31.6% | -25.9% | -5.7% | -19.0% |
| All | -31.6% | -26.2% | -5.4% | -19.0% |
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