-6.1%
PATH vs CCJ
+175.9%
-182.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.6% |
| 7D | -16.3% | +0.7% | -17.0% | -16.4% |
| 30D | +9.9% | +6.9% | +3.0% | +8.8% |
| 3M | +30.2% | -11.6% | +41.8% | +32.1% |
| 6M | +37.2% | -16.2% | +53.4% | +39.3% |
| YTD | -7.3% | +10.1% | -17.4% | -11.7% |
| 1Y | +40.0% | +32.3% | +7.7% | +26.7% |
| All | -6.1% | +175.9% | -182.0% | -30.5% |
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