+8.5%
CRCL vs CCJ
+62.8%
-54.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -1.3% |
| 7D | -12.5% | -3.2% | -9.3% | -11.0% |
| 30D | +26.9% | -1.3% | +28.3% | +28.2% |
| 3M | +14.4% | +2.5% | +11.9% | +13.7% |
| 6M | -23.5% | -18.9% | -4.6% | -15.4% |
| YTD | +13.9% | +6.5% | +7.4% | +12.2% |
| 1Y | -20.6% | +22.8% | -43.4% | -29.0% |
| All | +8.5% | +62.8% | -54.2% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling