+19.9%
JPM vs CCJ
+24.9%
-5.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | 0.0% |
| 7D | -2.3% | -3.2% | +0.8% | -2.0% |
| 30D | -2.3% | -1.3% | -1.0% | -2.3% |
| 3M | +14.9% | +2.5% | +12.4% | +14.1% |
| 6M | +23.6% | -18.9% | +42.5% | +25.2% |
| YTD | +11.3% | +6.5% | +4.8% | +9.5% |
| 1Y | +19.9% | +22.8% | -2.9% | +16.7% |
| All | +19.9% | +24.9% | -5.0% | +16.7% |
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