-7.7%
CVS vs CCJ
-38.9%
+31.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.6% |
| 7D | +6.6% | -0.8% | +7.4% | +6.4% |
| 30D | -0.4% | -13.2% | +12.7% | -2.2% |
| 3M | -5.3% | -27.6% | +22.4% | -8.8% |
| 6M | -7.7% | -38.7% | +31.0% | -12.6% |
| All | -7.7% | -38.9% | +31.2% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling