+11.3%
IR vs CCJ
-24.1%
+35.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +9.0% | -17.2% | +26.3% | +13.2% |
| 3M | -0.9% | -25.1% | +24.3% | +4.9% |
| 6M | +13.4% | -37.6% | +51.0% | +23.9% |
| YTD | +8.5% | -20.4% | +28.8% | +12.0% |
| 1Y | +11.3% | -22.5% | +33.8% | +15.0% |
| All | +11.3% | -24.1% | +35.4% | +15.0% |
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