-1.4%
LOW vs CCJ
-26.2%
+24.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +7.6% |
| 7D | +15.6% | -14.5% | +30.1% | +17.1% |
| 30D | +28.6% | -18.1% | +46.6% | +30.8% |
| 3M | +5.8% | -23.0% | +28.8% | +8.2% |
| 6M | +3.8% | -39.4% | +43.2% | +8.5% |
| YTD | -2.8% | -21.7% | +18.9% | -3.4% |
| 1Y | -1.4% | -25.9% | +24.5% | -0.9% |
| All | -1.4% | -26.2% | +24.8% | -0.9% |
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