+50.3%
CSX vs CCJ
-19.9%
+70.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.5% |
| 7D | -0.3% | +3.7% | -4.0% | -0.6% |
| 30D | +8.7% | -13.7% | +22.4% | +9.8% |
| 3M | +4.2% | -24.7% | +28.9% | +6.4% |
| 6M | +16.7% | -38.1% | +54.8% | +21.6% |
| YTD | +44.5% | -18.8% | +63.2% | +44.1% |
| 1Y | +50.3% | -19.5% | +69.8% | +49.7% |
| All | +50.3% | -19.9% | +70.2% | +49.7% |
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 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