+57.4%
MAR vs CCJ
-26.2%
+83.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.1% |
| 7D | +7.7% | -14.5% | +22.2% | +8.4% |
| 30D | +19.4% | -18.1% | +37.4% | +20.2% |
| 3M | +23.3% | -23.0% | +46.3% | +24.5% |
| 6M | +22.8% | -39.4% | +62.2% | +25.1% |
| YTD | +37.8% | -21.7% | +59.4% | +38.1% |
| 1Y | +57.4% | -25.9% | +83.3% | +59.4% |
| All | +57.4% | -26.2% | +83.6% | +59.4% |
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