+152.5%
JPM vs CCJ
+281.7%
-129.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | -0.7% | -4.0% | +3.4% | -0.1% |
| 30D | -2.5% | -2.4% | -0.1% | -2.3% |
| 3M | +14.1% | -2.3% | +16.5% | +14.1% |
| 6M | +25.1% | -16.2% | +41.3% | +27.1% |
| YTD | +12.1% | +5.7% | +6.5% | +9.8% |
| 1Y | +18.8% | +21.3% | -2.4% | +13.3% |
| 3Y | +163.4% | +159.4% | +4.0% | +118.5% |
| All | +152.5% | +281.7% | -129.2% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling