+55.3%
V vs CCJ
+177.8%
-122.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.7% | +0.7% | -2.4% | -1.7% |
| 30D | +2.0% | +6.9% | -4.9% | +1.7% |
| 3M | +17.4% | -11.6% | +29.0% | +17.9% |
| 6M | +17.5% | -16.2% | +33.7% | +18.2% |
| YTD | +7.6% | +10.1% | -2.5% | +6.3% |
| 1Y | +7.7% | +32.3% | -24.6% | +4.7% |
| All | +55.3% | +177.8% | -122.5% | +40.2% |
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