+45.8%
F vs CCJ
+69.8%
-24.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -2.4% |
| 7D | -3.9% | +5.0% | -8.9% | -4.5% |
| 30D | -0.5% | -16.7% | +16.2% | +1.9% |
| 3M | -12.9% | -27.5% | +14.6% | -9.3% |
| 6M | +1.5% | -38.6% | +40.2% | +7.8% |
| YTD | -5.0% | -21.5% | +16.5% | -2.6% |
| 1Y | -7.3% | -22.3% | +15.0% | -5.0% |
| All | +45.8% | +69.8% | -24.0% | +30.3% |
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