+302.5%
PSX vs CCJ
+159.0%
+143.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.0% |
| 7D | +7.8% | -0.8% | +8.6% | +7.9% |
| 30D | -10.9% | -13.2% | +2.3% | -9.3% |
| 3M | +14.5% | -27.6% | +42.1% | +19.3% |
| 6M | +56.1% | -38.7% | +94.8% | +66.0% |
| YTD | +109.6% | -22.7% | +132.3% | +110.3% |
| 1Y | +95.5% | -17.6% | +113.1% | +93.4% |
| 3Y | +156.2% | +62.7% | +93.5% | +103.4% |
| All | +302.5% | +159.0% | +143.5% | +180.2% |
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 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