+1,172.1%
LITE vs CCJ
+69.7%
+1,102.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.3% | +2.9% |
| 7D | -35.9% | -7.3% | -28.6% | -32.1% |
| 30D | -51.5% | -20.0% | -31.6% | -43.5% |
| 3M | -35.7% | -23.8% | -11.9% | -23.0% |
| 6M | -43.0% | -42.4% | -0.6% | -19.8% |
| YTD | +46.1% | -22.1% | +68.2% | +73.1% |
| 1Y | +124.7% | -20.8% | +145.5% | +166.4% |
| 3Y | +1,172.1% | +75.7% | +1,096.3% | +984.1% |
| All | +1,172.1% | +69.7% | +1,102.4% | +984.1% |
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 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