+3,581.4%
JPM vs CCJ
+1,583.6%
+1,997.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | -0.2% | +6.9% | -7.0% | -2.0% |
| 3M | +15.9% | -11.6% | +27.5% | +18.4% |
| 6M | +20.9% | -16.2% | +37.2% | +24.2% |
| YTD | +12.9% | +10.1% | +2.8% | +7.7% |
| 1Y | +20.3% | +32.3% | -12.0% | +8.2% |
| 3Y | +160.9% | +171.3% | -10.4% | +87.2% |
| 5Y | +154.8% | +372.4% | -217.6% | +48.8% |
| 10Y | +591.1% | +1,070.0% | -478.9% | +180.4% |
| All | +3,581.4% | +1,583.6% | +1,997.8% | +1,154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling