+24.3%
W vs CCJ
-26.2%
+50.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +11.5% |
| 7D | +8.4% | -14.5% | +22.9% | +15.2% |
| 30D | +16.5% | -18.1% | +34.6% | +25.6% |
| 3M | +6.4% | -23.0% | +29.4% | +17.3% |
| 6M | +90.5% | -39.4% | +129.9% | +125.4% |
| YTD | +23.1% | -21.7% | +44.7% | +30.9% |
| 1Y | +24.3% | -25.9% | +50.2% | +35.7% |
| All | +24.3% | -26.2% | +50.5% | +35.7% |
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