+20.3%
RF vs CCJ
-22.9%
+43.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +7.3% | -13.2% | +20.5% | +8.5% |
| 3M | -7.9% | -27.6% | +19.7% | -5.5% |
| 6M | +10.5% | -38.7% | +49.2% | +15.3% |
| YTD | +9.6% | -22.7% | +32.3% | +9.1% |
| 1Y | +20.3% | -17.6% | +37.9% | +18.8% |
| All | +20.3% | -22.9% | +43.2% | +18.8% |
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 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