-48.8%
OPEN vs CCJ
+28.7%
-77.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.6% |
| 7D | -2.9% | +4.2% | -7.1% | -4.6% |
| 30D | -13.8% | +3.2% | -17.0% | -15.0% |
| 3M | -30.9% | -1.8% | -29.1% | -30.9% |
| 6M | -40.9% | -13.5% | -27.4% | -38.5% |
| YTD | -48.5% | +9.7% | -58.3% | -51.7% |
| All | -48.8% | +28.7% | -77.5% | -54.1% |
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