+41.0%
ICE vs CCJ
+354.8%
-313.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | -1.2% | +5.9% | -7.1% | -1.6% |
| 30D | +5.0% | +4.7% | +0.3% | +4.5% |
| 3M | +13.9% | -3.3% | +17.2% | +14.0% |
| 6M | -4.4% | -7.0% | +2.6% | -4.3% |
| YTD | -1.9% | +11.5% | -13.4% | -4.0% |
| 1Y | -8.1% | +32.3% | -40.4% | -12.2% |
| 3Y | +42.5% | +176.8% | -134.3% | +20.8% |
| All | +41.0% | +354.8% | -313.8% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling