+40.5%
W vs CCJ
+174.2%
-133.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +6.5% | +5.9% | +0.6% | +4.1% |
| 30D | -6.2% | +4.7% | -10.9% | -8.1% |
| 3M | +48.9% | -3.3% | +52.2% | +50.1% |
| 6M | +31.2% | -7.0% | +38.2% | +32.2% |
| YTD | -0.4% | +11.5% | -11.9% | -7.1% |
| 1Y | +14.8% | +32.3% | -17.4% | +0.5% |
| 3Y | +40.5% | +176.8% | -136.3% | -2.6% |
| All | +40.5% | +174.2% | -133.7% | -2.6% |
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