+32.8%
NET vs CCJ
+31.2%
+1.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | +0.7% | -7.7% | -7.1% |
| 30D | -4.8% | +6.9% | -11.7% | -6.0% |
| 3M | +3.8% | -11.6% | +15.5% | +5.4% |
| 6M | +50.0% | -16.2% | +66.3% | +52.1% |
| YTD | +41.5% | +10.1% | +31.4% | +34.8% |
| 1Y | +32.8% | +32.3% | +0.6% | +19.5% |
| All | +32.8% | +31.2% | +1.6% | +19.5% |
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