+162.3%
JPM vs CCJ
+172.7%
-10.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | -0.4% | +4.2% | -4.6% | -0.9% |
| 30D | -1.4% | +3.2% | -4.6% | -1.9% |
| 3M | +13.9% | -1.8% | +15.8% | +13.8% |
| 6M | +23.5% | -13.5% | +37.1% | +24.8% |
| YTD | +11.6% | +9.7% | +1.9% | +9.0% |
| 1Y | +21.4% | +30.0% | -8.6% | +15.2% |
| All | +162.3% | +172.7% | -10.4% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling