+6.6%
O vs CCJ
+29.0%
-22.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.3% | +4.2% | -6.4% | -2.2% |
| 30D | -2.4% | +3.2% | -5.6% | -2.4% |
| 3M | -0.6% | -1.8% | +1.2% | -0.4% |
| 6M | -5.0% | -13.5% | +8.5% | -4.8% |
| YTD | +10.4% | +9.7% | +0.6% | +11.4% |
| 1Y | +6.6% | +30.0% | -23.4% | +8.9% |
| All | +6.6% | +29.0% | -22.5% | +8.9% |
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