+47.5%
ON vs CCJ
+28.7%
+18.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -1.9% | +4.2% | -6.1% | -3.1% |
| 30D | -11.0% | +3.2% | -14.2% | -12.0% |
| 3M | -39.3% | -1.8% | -37.5% | -39.4% |
| 6M | +19.8% | -13.5% | +33.4% | +22.0% |
| YTD | +31.1% | +9.7% | +21.3% | +31.4% |
| All | +47.5% | +28.7% | +18.8% | +51.1% |
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