+34.0%
KR vs CCJ
+164.6%
-130.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +0.8% |
| 7D | -2.7% | -3.2% | +0.5% | -2.8% |
| 30D | +1.9% | -1.3% | +3.3% | +1.9% |
| 3M | -11.0% | +2.5% | -13.6% | -10.8% |
| 6M | -20.2% | -18.9% | -1.3% | -20.5% |
| YTD | -7.3% | +6.5% | -13.8% | -7.3% |
| 1Y | -13.1% | +22.8% | -35.9% | -12.9% |
| All | +34.0% | +164.6% | -130.5% | +28.4% |
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