+163.6%
W vs CCJ
+542.5%
-378.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | -7.6% | +6.9% | -14.4% | -10.1% |
| 3M | +37.2% | -11.6% | +48.8% | +43.3% |
| 6M | +26.3% | -16.2% | +42.5% | +32.9% |
| YTD | -1.0% | +10.1% | -11.1% | -6.7% |
| 1Y | +20.1% | +32.3% | -12.2% | +5.0% |
| 3Y | +37.8% | +171.3% | -133.5% | -12.9% |
| 5Y | -63.7% | +372.4% | -436.0% | -81.4% |
| 10Y | +156.3% | +1,070.0% | -913.7% | -14.2% |
| All | +163.6% | +542.5% | -378.9% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling