-9.7%
JD vs CCJ
-26.2%
+16.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.3% | +3.1% |
| 7D | +9.0% | -14.5% | +23.5% | +10.4% |
| 30D | +5.2% | -18.1% | +23.2% | +6.9% |
| 3M | -15.9% | -23.0% | +7.1% | -14.2% |
| 6M | -7.7% | -39.4% | +31.7% | -3.1% |
| YTD | +0.1% | -21.7% | +21.7% | +1.1% |
| 1Y | -9.7% | -25.9% | +16.2% | -8.8% |
| All | -9.7% | -26.2% | +16.5% | -8.8% |
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 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