+267.5%
HAL vs CCJ
+1,142.1%
-874.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.6% |
| 7D | -0.2% | +3.7% | -3.9% | -1.8% |
| 30D | +1.0% | -13.7% | +14.7% | +6.5% |
| 3M | -2.1% | -24.7% | +22.6% | +7.9% |
| 6M | -17.5% | -38.1% | +20.7% | -3.3% |
| YTD | +18.1% | -18.8% | +36.9% | +20.4% |
| 1Y | +19.7% | -19.5% | +39.2% | +21.8% |
| 3Y | -7.9% | +75.9% | -83.8% | -39.8% |
| 5Y | +53.1% | +173.1% | -120.0% | -22.6% |
| 10Y | -16.8% | +813.5% | -830.2% | -78.1% |
| All | +267.5% | +1,142.1% | -874.6% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling