+41.6%
AA vs CCJ
+765.4%
-723.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | -0.6% | -13.2% | +12.6% | +5.5% |
| 3M | -19.7% | -27.6% | +8.0% | -8.0% |
| 6M | -41.6% | -38.7% | -2.9% | -28.1% |
| YTD | -24.6% | -22.7% | -1.9% | -17.2% |
| 1Y | +4.9% | -17.6% | +22.4% | +11.9% |
| 3Y | +66.8% | +62.7% | +4.1% | +21.0% |
| 5Y | -19.4% | +159.7% | -179.1% | -55.1% |
| All | +41.6% | +765.4% | -723.8% | -65.7% |
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 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