-15.8%
F vs CCJ
+163.1%
-178.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -1.6% |
| 7D | +1.6% | -7.3% | +8.8% | +3.0% |
| 30D | +2.6% | -20.0% | +22.6% | +7.0% |
| 3M | -8.8% | -23.8% | +15.0% | -4.2% |
| 6M | +4.6% | -42.4% | +47.0% | +15.6% |
| YTD | -1.9% | -22.1% | +20.2% | +1.0% |
| 1Y | -0.8% | -20.8% | +20.1% | +1.6% |
| 3Y | +43.5% | +75.7% | -32.3% | +13.3% |
| All | -15.8% | +163.1% | -178.9% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling