-78.0%
PATH vs CCJ
+544.7%
-622.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | +0.7% | -17.0% | -16.5% |
| 30D | +9.9% | +6.9% | +3.0% | +7.8% |
| 3M | +30.2% | -11.6% | +41.8% | +33.5% |
| 6M | +37.2% | -16.2% | +53.4% | +40.5% |
| YTD | -7.3% | +10.1% | -17.4% | -14.0% |
| 1Y | +40.0% | +32.3% | +7.7% | +19.8% |
| 3Y | -4.4% | +171.3% | -175.7% | -41.2% |
| 5Y | -76.0% | +372.4% | -448.4% | -88.3% |
| All | -78.0% | +544.7% | -622.7% | -89.2% |
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