+102.5%
PSX vs CCJ
+24.9%
+77.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -1.0% |
| 7D | +1.5% | -3.2% | +4.7% | +1.4% |
| 30D | +15.8% | -1.3% | +17.2% | +15.8% |
| 3M | +43.0% | +2.5% | +40.5% | +43.2% |
| 6M | +61.1% | -18.9% | +80.0% | +61.1% |
| YTD | +104.5% | +6.5% | +98.0% | +103.9% |
| 1Y | +102.5% | +22.8% | +79.7% | +103.6% |
| All | +102.5% | +24.9% | +77.7% | +103.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling