+28.0%
XYZ vs CCJ
-25.8%
+53.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.6% |
| 7D | +12.1% | -7.3% | +19.4% | +14.3% |
| 30D | +12.4% | -20.0% | +32.3% | +18.9% |
| 3M | +8.2% | -23.8% | +32.0% | +15.6% |
| 6M | +20.7% | -42.4% | +63.1% | +38.0% |
| YTD | +31.3% | -22.1% | +53.4% | +32.2% |
| All | +28.0% | -25.8% | +53.7% | +29.7% |
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