-1.9%
KWEB vs CCJ
+162.5%
-164.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | -5.6% | -4.0% | -1.5% | -4.9% |
| 30D | -10.7% | -2.4% | -8.3% | -10.4% |
| 3M | -7.4% | -2.3% | -5.1% | -7.4% |
| 6M | -19.3% | -16.2% | -3.1% | -17.4% |
| YTD | -27.8% | +5.7% | -33.4% | -28.9% |
| 1Y | -35.9% | +21.3% | -57.2% | -38.9% |
| 3Y | -1.9% | +159.4% | -161.3% | -19.3% |
| All | -1.9% | +162.5% | -164.5% | -19.3% |
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 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