+70.5%
ICE vs CCJ
+67.4%
+3.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.4% |
| 7D | +3.6% | -0.8% | +4.4% | +3.6% |
| 30D | +15.1% | -13.2% | +28.3% | +15.4% |
| 3M | +15.4% | -27.6% | +43.0% | +16.3% |
| 6M | +16.1% | -38.7% | +54.8% | +17.7% |
| YTD | +11.4% | -22.7% | +34.0% | +11.3% |
| 1Y | +18.5% | -17.6% | +36.0% | +18.0% |
| 3Y | +70.5% | +62.7% | +7.8% | +58.8% |
| All | +70.5% | +67.4% | +3.2% | +58.8% |
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 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