+41.3%
ICE vs CCJ
+172.7%
-131.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -0.9% | +4.2% | -5.0% | -1.0% |
| 30D | +4.0% | +3.2% | +0.8% | +3.8% |
| 3M | +11.0% | -1.8% | +12.8% | +11.0% |
| 6M | -5.0% | -13.5% | +8.6% | -4.6% |
| YTD | -2.7% | +9.7% | -12.4% | -3.6% |
| 1Y | -8.6% | +30.0% | -38.6% | -10.5% |
| All | +41.3% | +172.7% | -131.4% | +29.6% |
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