+39.7%
LVS vs CCJ
+480.0%
-440.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +10.0% | -13.2% | +23.2% | +15.0% |
| 3M | -11.0% | -27.6% | +16.6% | -1.1% |
| 6M | -20.1% | -38.7% | +18.6% | -7.0% |
| YTD | -36.3% | -22.7% | -13.7% | -33.9% |
| 1Y | -36.8% | -17.6% | -19.3% | -36.4% |
| 3Y | -9.5% | +62.7% | -72.2% | -37.6% |
| 5Y | +9.3% | +159.7% | -150.4% | -43.4% |
| 10Y | -11.0% | +769.3% | -780.3% | -79.6% |
| All | +39.7% | +480.0% | -440.3% | -52.3% |
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