+6,741.7%
LOW vs CCJ
+1,583.6%
+5,158.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.7% | +0.7% | -2.5% | -1.9% |
| 30D | -7.0% | +6.9% | -13.9% | -8.2% |
| 3M | -0.9% | -11.6% | +10.8% | +0.6% |
| 6M | -20.1% | -16.2% | -3.9% | -18.6% |
| YTD | -13.9% | +10.1% | -24.0% | -16.6% |
| 1Y | -21.1% | +32.3% | -53.4% | -26.7% |
| 3Y | -6.6% | +171.3% | -177.9% | -26.3% |
| 5Y | +9.4% | +372.4% | -363.0% | -25.1% |
| 10Y | +220.5% | +1,070.0% | -849.5% | +71.8% |
| All | +6,741.7% | +1,583.6% | +5,158.1% | +3,601.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling