+49.6%
ON vs CCJ
-22.7%
+72.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +1.8% |
| 7D | +17.0% | +5.0% | +12.0% | +14.4% |
| 30D | -3.9% | -16.7% | +12.8% | +4.3% |
| 3M | -11.5% | -27.5% | +16.0% | +1.5% |
| 6M | -29.2% | -38.6% | +9.4% | -14.5% |
| YTD | +36.2% | -21.5% | +57.7% | +48.9% |
| 1Y | +49.6% | -22.3% | +72.0% | +63.5% |
| All | +49.6% | -22.7% | +72.3% | +63.5% |
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