+231.7%
CTVA vs CCJ
+900.6%
-669.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.9% | +0.7% | +4.2% | +4.8% |
| 30D | +11.9% | +6.9% | +5.1% | +10.4% |
| 3M | +13.7% | -11.6% | +25.3% | +15.4% |
| 6M | +13.1% | -16.2% | +29.4% | +15.1% |
| YTD | +32.0% | +10.1% | +21.8% | +27.2% |
| 1Y | +22.1% | +32.3% | -10.2% | +12.1% |
| 3Y | +77.5% | +171.3% | -93.8% | +34.5% |
| 5Y | +106.3% | +372.4% | -266.1% | +31.9% |
| All | +231.7% | +900.6% | -669.0% | +45.0% |
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 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