+50.6%
LYB vs CCJ
-26.2%
+76.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.8% |
| 7D | -6.2% | -14.5% | +8.3% | -7.5% |
| 30D | +6.3% | -18.1% | +24.4% | +4.6% |
| 3M | +4.1% | -23.0% | +27.1% | +1.9% |
| 6M | -15.5% | -39.4% | +23.9% | -17.4% |
| YTD | +50.2% | -21.7% | +71.9% | +47.2% |
| 1Y | +50.6% | -25.9% | +76.5% | +48.4% |
| All | +50.6% | -26.2% | +76.8% | +48.4% |
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