-70.8%
OPEN vs CCJ
+923.0%
-993.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.3% | +0.7% | -5.0% | -4.6% |
| 30D | -16.2% | +6.9% | -23.1% | -18.7% |
| 3M | -36.4% | -11.6% | -24.7% | -33.0% |
| 6M | -35.5% | -16.2% | -19.2% | -31.4% |
| YTD | -46.0% | +10.1% | -56.1% | -49.6% |
| 1Y | -47.1% | +32.3% | -79.4% | -55.4% |
| 3Y | -19.0% | +171.3% | -190.3% | -56.1% |
| 5Y | -83.6% | +372.4% | -456.0% | -93.2% |
| All | -70.8% | +923.0% | -993.8% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling