+57.3%
LLY vs CCJ
-26.2%
+83.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +10.1% | -14.5% | +24.6% | +9.9% |
| 30D | +24.0% | -18.1% | +42.1% | +23.8% |
| 3M | +27.3% | -23.0% | +50.3% | +27.1% |
| 6M | +47.0% | -39.4% | +86.3% | +47.4% |
| YTD | +32.6% | -21.7% | +54.2% | +29.8% |
| 1Y | +57.3% | -25.9% | +83.3% | +54.7% |
| All | +57.3% | -26.2% | +83.6% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling