+5.1%
W vs CCJ
-22.9%
+28.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | +6.8% | -13.2% | +20.0% | +12.7% |
| 3M | +10.7% | -27.6% | +38.3% | +24.7% |
| 6M | +86.3% | -38.7% | +125.1% | +118.7% |
| YTD | +11.5% | -22.7% | +34.2% | +23.1% |
| 1Y | +5.1% | -17.6% | +22.7% | +15.2% |
| All | +5.1% | -22.9% | +28.0% | +15.2% |
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 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