+30.3%
O vs CCJ
+174.2%
-143.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -0.6% | +5.9% | -6.5% | -0.5% |
| 30D | -2.0% | +4.7% | -6.7% | -1.9% |
| 3M | +3.0% | -3.3% | +6.3% | +3.1% |
| 6M | -3.6% | -7.0% | +3.4% | -3.5% |
| YTD | +12.1% | +11.5% | +0.6% | +12.2% |
| 1Y | +8.9% | +32.3% | -23.4% | +9.0% |
| 3Y | +30.3% | +176.8% | -146.5% | +23.9% |
| All | +30.3% | +174.2% | -143.9% | +23.9% |
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 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