-15.4%
JD vs CCJ
+31.1%
-46.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.1% |
| 7D | -0.8% | +5.9% | -6.7% | -1.2% |
| 30D | -16.0% | +4.7% | -20.7% | -16.4% |
| 3M | -3.2% | -3.3% | +0.1% | -2.9% |
| 6M | +6.1% | -7.0% | +13.1% | +6.6% |
| YTD | -0.1% | +11.5% | -11.6% | -0.6% |
| All | -15.4% | +31.1% | -46.4% | -12.9% |
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 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