-18.8%
OPEN vs CCJ
+174.2%
-193.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -3.0% |
| 7D | +1.0% | +5.9% | -4.9% | -1.1% |
| 30D | -11.9% | +4.7% | -16.6% | -13.3% |
| 3M | -28.8% | -3.3% | -25.5% | -28.3% |
| 6M | -38.6% | -7.0% | -31.6% | -37.8% |
| YTD | -47.3% | +11.5% | -58.8% | -49.9% |
| 1Y | -49.2% | +32.3% | -81.4% | -54.3% |
| 3Y | -18.8% | +176.8% | -195.6% | -39.1% |
| All | -18.8% | +174.2% | -193.0% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling