+45.0%
AA vs CCJ
+802.9%
-757.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.0% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | -5.0% | -17.2% | +12.2% | +2.9% |
| 3M | -22.2% | -25.1% | +2.9% | -12.2% |
| 6M | -36.3% | -37.6% | +1.3% | -22.3% |
| YTD | -24.2% | -20.4% | -3.8% | -17.8% |
| 1Y | +3.9% | -22.5% | +26.4% | +13.8% |
| 3Y | +67.6% | +72.5% | -4.9% | +18.4% |
| 5Y | -8.8% | +179.9% | -188.7% | -50.8% |
| 10Y | +45.0% | +772.6% | -727.6% | -63.5% |
| All | +45.0% | +802.9% | -757.9% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling