+24.7%
PATH vs CCJ
-40.5%
+65.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +2.9% |
| 7D | -4.8% | -14.5% | +9.7% | -4.3% |
| 30D | +2.7% | -18.1% | +20.7% | +3.3% |
| 3M | -4.2% | -23.0% | +18.8% | -3.7% |
| 6M | +24.7% | -39.4% | +64.1% | +24.5% |
| All | +24.7% | -40.5% | +65.3% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling