+52.0%
KR vs CCJ
+281.7%
-229.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | -0.2% | -4.0% | +3.9% | -0.2% |
| 30D | +5.1% | -2.4% | +7.4% | +5.0% |
| 3M | -8.2% | -2.3% | -5.8% | -8.1% |
| 6M | -18.0% | -16.2% | -1.8% | -17.9% |
| YTD | -4.8% | +5.7% | -10.4% | -5.4% |
| 1Y | -11.0% | +21.3% | -32.3% | -12.1% |
| 3Y | +37.7% | +159.4% | -121.7% | +29.8% |
| All | +52.0% | +281.7% | -229.7% | +38.1% |
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 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