+9.1%
IR vs CCJ
-26.2%
+35.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +11.6% | -14.5% | +26.1% | +15.1% |
| 30D | +7.2% | -18.1% | +25.2% | +11.5% |
| 3M | -5.9% | -23.0% | +17.1% | -1.1% |
| 6M | +11.5% | -39.4% | +50.9% | +22.3% |
| YTD | +6.3% | -21.7% | +28.0% | +10.5% |
| 1Y | +9.1% | -25.9% | +35.0% | +13.7% |
| All | +9.1% | -26.2% | +35.3% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling