+43.3%
IR vs CCJ
+346.5%
-303.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.9% |
| 7D | +0.6% | +5.9% | -5.3% | -0.6% |
| 30D | -13.6% | +4.7% | -18.3% | -14.6% |
| 3M | +3.7% | -3.3% | +7.0% | +4.0% |
| 6M | -13.1% | -7.0% | -6.0% | -12.6% |
| YTD | -5.1% | +11.5% | -16.6% | -8.8% |
| 1Y | -6.5% | +32.3% | -38.7% | -14.8% |
| 3Y | +8.5% | +176.8% | -168.3% | -20.3% |
| 5Y | +43.3% | +351.8% | -308.5% | -8.1% |
| All | +43.3% | +346.5% | -303.2% | -8.1% |
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