-34.9%
DOW vs CCJ
+172.7%
-207.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.5% |
| 7D | -6.0% | +4.2% | -10.2% | -6.3% |
| 30D | -2.7% | +3.2% | -5.9% | -3.0% |
| 3M | -10.5% | -1.8% | -8.7% | -10.5% |
| 6M | -12.4% | -13.5% | +1.1% | -11.8% |
| YTD | +30.0% | +9.7% | +20.3% | +27.2% |
| 1Y | +27.8% | +30.0% | -2.2% | +21.8% |
| All | -34.9% | +172.7% | -207.6% | -45.6% |
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 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