+40.4%
O vs CCJ
+73.2%
-32.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | 0.0% |
| 7D | +3.5% | +0.4% | +3.1% | +3.6% |
| 30D | +10.4% | -17.2% | +27.7% | +10.3% |
| 3M | -2.4% | -25.1% | +22.7% | -2.6% |
| 6M | -1.2% | -37.6% | +36.4% | -1.3% |
| YTD | +10.4% | -20.4% | +30.8% | +10.5% |
| 1Y | +11.4% | -22.5% | +34.0% | +11.5% |
| 3Y | +40.4% | +72.5% | -32.1% | +40.0% |
| All | +40.4% | +73.2% | -32.8% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling