+11.3%
O vs CCJ
-26.2%
+37.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.0% |
| 7D | +5.8% | -14.5% | +20.3% | +5.7% |
| 30D | +10.7% | -18.1% | +28.7% | +10.6% |
| 3M | -4.5% | -23.0% | +18.5% | -4.5% |
| 6M | -4.1% | -39.4% | +35.3% | -3.5% |
| YTD | +9.8% | -21.7% | +31.5% | +9.9% |
| 1Y | +11.3% | -25.9% | +37.2% | +11.5% |
| All | +11.3% | -26.2% | +37.5% | +11.5% |
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