+117.1%
AA vs CCJ
+1,074.4%
-957.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.0% | -1.8% | -3.5% |
| 7D | -5.4% | -3.2% | -2.2% | -4.0% |
| 30D | -10.7% | -1.3% | -9.4% | -10.3% |
| 3M | -26.2% | +2.5% | -28.7% | -27.3% |
| 6M | -20.9% | -18.9% | -2.1% | -14.4% |
| YTD | -8.6% | +6.5% | -15.1% | -12.3% |
| 1Y | +57.4% | +22.8% | +34.6% | +38.5% |
| 3Y | +77.8% | +164.5% | -86.7% | +4.4% |
| 5Y | +2.7% | +303.7% | -301.0% | -52.6% |
| All | +117.1% | +1,074.4% | -957.3% | -40.7% |
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