-5.1%
JD vs CCJ
-39.4%
+34.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.6% |
| 7D | +13.4% | -7.3% | +20.7% | +13.4% |
| 30D | +7.7% | -20.0% | +27.6% | +7.9% |
| 3M | -11.3% | -23.8% | +12.6% | -11.2% |
| 6M | -5.1% | -42.4% | +37.2% | -1.6% |
| All | -5.1% | -39.4% | +34.2% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling