-81.1%
PATH vs CCJ
+337.3%
-418.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.7% | +1.0% | -2.5% |
| 7D | -5.6% | -18.2% | +12.6% | -0.7% |
| 30D | -0.7% | -26.5% | +25.9% | +7.3% |
| 3M | -5.9% | -27.5% | +21.7% | +1.7% |
| 6M | +21.6% | -40.3% | +61.9% | +36.7% |
| YTD | -20.6% | -25.3% | +4.7% | -18.9% |
| 1Y | -10.6% | -28.1% | +17.5% | -7.6% |
| 3Y | -24.9% | +63.8% | -88.7% | -46.5% |
| 5Y | -76.8% | +156.3% | -233.1% | -87.1% |
| All | -81.1% | +337.3% | -418.4% | -89.8% |
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