+24.4%
EW vs CCJ
-22.9%
+47.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | +23.9% | -13.2% | +37.1% | +25.9% |
| 3M | +15.8% | -27.6% | +43.4% | +19.9% |
| 6M | +31.7% | -38.7% | +70.4% | +39.2% |
| YTD | +25.7% | -22.7% | +48.4% | +27.1% |
| 1Y | +24.4% | -17.6% | +42.0% | +23.7% |
| All | +24.4% | -22.9% | +47.3% | +23.7% |
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