-9.1%
LOW vs CCJ
+172.7%
-181.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -0.6% | +4.2% | -4.8% | -0.9% |
| 30D | -9.3% | +3.2% | -12.5% | -9.5% |
| 3M | -8.1% | -1.8% | -6.3% | -8.1% |
| 6M | -19.8% | -13.5% | -6.2% | -19.3% |
| YTD | -16.4% | +9.7% | -26.1% | -17.3% |
| 1Y | -24.7% | +30.0% | -54.7% | -26.5% |
| All | -9.1% | +172.7% | -181.7% | -19.7% |
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 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