-21.8%
PATH vs CCJ
+69.7%
-91.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.7% |
| 7D | -5.3% | -7.3% | +2.0% | -4.4% |
| 30D | -0.5% | -20.0% | +19.4% | +2.3% |
| 3M | -7.1% | -23.8% | +16.7% | -4.1% |
| 6M | +23.8% | -42.4% | +66.2% | +32.5% |
| YTD | -20.7% | -22.1% | +1.4% | -21.1% |
| 1Y | -8.1% | -20.8% | +12.8% | -8.8% |
| 3Y | -21.8% | +75.7% | -97.6% | -27.7% |
| All | -21.8% | +69.7% | -91.5% | -27.7% |
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