-39.0%
U vs CCJ
+843.1%
-882.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.8% | +0.7% | -4.5% | -4.1% |
| 30D | +17.5% | +6.9% | +10.6% | +14.1% |
| 3M | +38.7% | -11.6% | +50.4% | +44.5% |
| 6M | +104.4% | -16.2% | +120.6% | +114.8% |
| YTD | -5.7% | +10.1% | -15.8% | -11.0% |
| 1Y | +3.7% | +32.3% | -28.6% | -11.5% |
| 3Y | +12.3% | +171.3% | -159.0% | -34.6% |
| 5Y | -68.8% | +372.4% | -441.2% | -85.7% |
| All | -39.0% | +843.1% | -882.1% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling