+363.8%
PSX vs CCJ
+346.5%
+17.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | +2.8% | +5.9% | -3.1% | +1.9% |
| 30D | +27.8% | +4.7% | +23.1% | +26.7% |
| 3M | +42.0% | -3.3% | +45.3% | +42.0% |
| 6M | +58.1% | -7.0% | +65.1% | +57.5% |
| YTD | +105.0% | +11.5% | +93.6% | +96.0% |
| 1Y | +104.9% | +32.3% | +72.6% | +86.4% |
| 3Y | +134.1% | +176.8% | -42.8% | +70.6% |
| 5Y | +363.8% | +351.8% | +12.0% | +196.1% |
| All | +363.8% | +346.5% | +17.3% | +196.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling