+17.1%
EW vs CCJ
+174.2%
-157.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.8% | -3.7% |
| 7D | -4.4% | +5.9% | -10.4% | -5.0% |
| 30D | -3.3% | +4.7% | -8.0% | -3.9% |
| 3M | +1.0% | -3.3% | +4.3% | +1.1% |
| 6M | +6.2% | -7.0% | +13.3% | +6.5% |
| YTD | +1.7% | +11.5% | -9.7% | -0.1% |
| 1Y | +8.1% | +32.3% | -24.2% | +3.5% |
| 3Y | +17.1% | +176.8% | -159.8% | -2.6% |
| All | +17.1% | +174.2% | -157.2% | -2.6% |
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