+53.1%
LLY vs CCJ
+33.1%
+20.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.2% |
| 7D | -3.1% | +5.9% | -9.0% | -3.0% |
| 30D | -5.1% | +4.7% | -9.8% | -5.0% |
| 3M | -2.1% | -3.3% | +1.2% | -1.9% |
| 6M | +13.8% | -7.0% | +20.9% | +14.2% |
| YTD | +5.1% | +11.5% | -6.4% | +6.1% |
| 1Y | +53.1% | +32.3% | +20.8% | +60.6% |
| All | +53.1% | +33.1% | +20.0% | +60.6% |
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