-93.6%
OPEN vs CCJ
+163.1%
-256.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +4.3% | -26.1% | -24.0% |
| 7D | -22.2% | -7.3% | -14.9% | -19.7% |
| 30D | -38.3% | -20.0% | -18.4% | -31.4% |
| 3M | -59.4% | -23.8% | -35.5% | -53.8% |
| 6M | -74.4% | -42.4% | -32.0% | -66.6% |
| YTD | -76.0% | -22.1% | -53.9% | -73.9% |
| 1Y | -78.7% | -20.8% | -57.8% | -76.9% |
| 3Y | -30.0% | +75.7% | -105.7% | -58.8% |
| All | -93.6% | +163.1% | -256.7% | -97.3% |
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