-68.1%
U vs CCJ
+354.8%
-422.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.1% |
| 7D | +4.5% | +5.9% | -1.5% | +1.9% |
| 30D | -0.6% | +4.7% | -5.3% | -2.9% |
| 3M | +48.4% | -3.3% | +51.7% | +49.6% |
| 6M | +115.4% | -7.0% | +122.4% | +117.5% |
| YTD | -3.2% | +11.5% | -14.7% | -10.2% |
| 1Y | -6.0% | +32.3% | -38.3% | -22.1% |
| 3Y | +13.5% | +176.8% | -163.4% | -42.5% |
| All | -68.1% | +354.8% | -422.9% | -88.5% |
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