0.0%
W vs CCJ
-24.1%
+24.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -2.4% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +6.4% | -17.2% | +23.7% | +14.4% |
| 3M | +9.0% | -25.1% | +34.1% | +21.3% |
| 6M | +69.8% | -37.6% | +107.4% | +98.2% |
| YTD | +12.1% | -20.4% | +32.4% | +19.8% |
| 1Y | 0.0% | -22.5% | +22.5% | +8.0% |
| All | 0.0% | -24.1% | +24.2% | +8.0% |
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