+57.7%
GEV vs CCJ
+31.2%
+26.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | +0.7% | +2.6% | +3.0% |
| 30D | -7.5% | +6.9% | -14.3% | -9.9% |
| 3M | -2.2% | -11.6% | +9.5% | +1.4% |
| 6M | +12.1% | -16.2% | +28.3% | +17.2% |
| YTD | +44.4% | +10.1% | +34.3% | +40.8% |
| 1Y | +57.7% | +32.3% | +25.4% | +48.1% |
| All | +57.7% | +31.2% | +26.5% | +48.1% |
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