+56.9%
ON vs CCJ
+347.8%
-290.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -1.9% | +4.2% | -6.1% | -3.3% |
| 30D | -11.0% | +3.2% | -14.2% | -12.2% |
| 3M | -39.3% | -1.8% | -37.5% | -39.1% |
| 6M | +19.8% | -13.5% | +33.4% | +24.8% |
| YTD | +31.1% | +9.7% | +21.3% | +25.4% |
| 1Y | +46.0% | +30.0% | +16.0% | +28.7% |
| 3Y | -27.5% | +172.6% | -200.1% | -55.0% |
| 5Y | +56.9% | +342.9% | -286.0% | -22.0% |
| All | +56.9% | +347.8% | -290.9% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling