+135.3%
JPM vs CCJ
+159.0%
-23.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.2% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | +3.3% | -13.2% | +16.4% | +5.2% |
| 3M | -4.2% | -27.6% | +23.5% | -0.2% |
| 6M | +16.4% | -38.7% | +55.1% | +23.6% |
| YTD | +9.5% | -22.7% | +32.2% | +11.6% |
| 1Y | +14.0% | -17.6% | +31.6% | +14.9% |
| 3Y | +153.1% | +62.7% | +90.4% | +121.4% |
| All | +135.3% | +159.0% | -23.7% | +87.3% |
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