+47.6%
ON vs CCJ
-26.2%
+73.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -5.8% | -14.5% | +8.7% | +0.8% |
| 30D | -17.1% | -18.1% | +1.0% | -9.7% |
| 3M | -11.8% | -23.0% | +11.2% | -1.8% |
| 6M | -30.2% | -39.4% | +9.2% | -15.6% |
| YTD | +31.6% | -21.7% | +53.2% | +44.1% |
| 1Y | +47.6% | -25.9% | +73.5% | +65.1% |
| All | +47.6% | -26.2% | +73.8% | +65.1% |
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