+32.0%
CTVA vs CCJ
-26.2%
+58.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.3% |
| 7D | +8.2% | -14.5% | +22.7% | +9.3% |
| 30D | -1.0% | -18.1% | +17.0% | +0.3% |
| 3M | +4.6% | -23.0% | +27.6% | +6.2% |
| 6M | +0.5% | -39.4% | +39.9% | +4.0% |
| YTD | +22.7% | -21.7% | +44.4% | +22.1% |
| 1Y | +32.0% | -25.9% | +57.9% | +32.0% |
| All | +32.0% | -26.2% | +58.2% | +32.0% |
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