-6.5%
U vs CCJ
+29.0%
-35.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +4.4% | +4.2% | +0.2% | +3.2% |
| 30D | -1.3% | +3.2% | -4.5% | -2.4% |
| 3M | +49.6% | -1.8% | +51.4% | +49.5% |
| 6M | +100.2% | -13.5% | +113.7% | +104.9% |
| YTD | -3.7% | +9.7% | -13.4% | -3.0% |
| 1Y | -6.5% | +30.0% | -36.5% | -9.7% |
| All | -6.5% | +29.0% | -35.6% | -9.7% |
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