+51.9%
DOW vs CCJ
-26.2%
+78.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.3% |
| 7D | -4.2% | -14.5% | +10.3% | -4.9% |
| 30D | +14.7% | -18.1% | +32.7% | +13.8% |
| 3M | +9.1% | -23.0% | +32.1% | +7.9% |
| 6M | -17.7% | -39.4% | +21.7% | -17.6% |
| YTD | +44.6% | -21.7% | +66.3% | +38.5% |
| 1Y | +51.9% | -25.9% | +77.8% | +46.2% |
| All | +51.9% | -26.2% | +78.1% | +46.2% |
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