+63.6%
CVS vs CCJ
+174.2%
-110.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -1.6% | +5.9% | -7.5% | -1.5% |
| 30D | +0.4% | +4.7% | -4.3% | +0.5% |
| 3M | -0.4% | -3.3% | +2.9% | -0.4% |
| 6M | +25.1% | -7.0% | +32.2% | +25.0% |
| YTD | +23.9% | +11.5% | +12.4% | +24.0% |
| 1Y | +41.1% | +32.3% | +8.8% | +41.8% |
| 3Y | +63.6% | +176.8% | -113.2% | +58.9% |
| All | +63.6% | +174.2% | -110.6% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling