+176.0%
HL vs CCJ
+1,604.2%
-1,428.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | +7.1% | +5.9% | +1.1% | +3.9% |
| 30D | +21.4% | +4.7% | +16.7% | +18.5% |
| 3M | +37.4% | -3.3% | +40.7% | +40.1% |
| 6M | +0.4% | -7.0% | +7.4% | +5.0% |
| YTD | +6.7% | +11.5% | -4.8% | +1.9% |
| 1Y | +102.4% | +32.3% | +70.1% | +73.5% |
| 3Y | +417.4% | +176.8% | +240.6% | +186.3% |
| 5Y | +243.3% | +351.8% | -108.5% | +34.9% |
| 10Y | +242.6% | +1,080.5% | -838.0% | -32.9% |
| All | +176.0% | +1,604.2% | -1,428.2% | -36.8% |
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 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