+105.9%
CTVA vs CCJ
+339.7%
-233.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -5.8% | +4.2% | -10.0% | -6.4% |
| 30D | +11.1% | +3.2% | +7.9% | +10.4% |
| 3M | +13.2% | -1.8% | +15.0% | +13.1% |
| 6M | +8.7% | -13.5% | +22.3% | +9.9% |
| YTD | +27.3% | +9.7% | +17.5% | +23.4% |
| 1Y | +18.0% | +30.0% | -12.0% | +9.9% |
| 3Y | +76.5% | +172.6% | -96.1% | +37.1% |
| All | +105.9% | +339.7% | -233.8% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling