+108.5%
RF vs CCJ
+69.7%
+38.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.7% |
| 7D | -0.9% | -7.3% | +6.4% | -0.3% |
| 30D | +6.0% | -20.0% | +26.0% | +7.9% |
| 3M | -8.9% | -23.8% | +14.9% | -7.0% |
| 6M | +2.3% | -42.4% | +44.7% | +6.7% |
| YTD | +7.6% | -22.1% | +29.6% | +8.8% |
| 1Y | +21.2% | -20.8% | +42.0% | +22.4% |
| 3Y | +108.5% | +75.7% | +32.8% | +102.0% |
| All | +108.5% | +69.7% | +38.8% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling