+371.6%
ALL vs CCJ
+765.4%
-393.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.5% |
| 7D | +5.0% | -0.8% | +5.8% | +5.1% |
| 30D | +13.3% | -13.2% | +26.5% | +14.3% |
| 3M | +3.2% | -27.6% | +30.8% | +5.4% |
| 6M | +25.3% | -38.7% | +64.0% | +29.4% |
| YTD | +30.5% | -22.7% | +53.1% | +30.7% |
| 1Y | +29.2% | -17.6% | +46.8% | +28.4% |
| 3Y | +119.1% | +62.7% | +56.4% | +95.3% |
| 5Y | +162.6% | +159.7% | +2.9% | +115.1% |
| All | +371.6% | +765.4% | -393.7% | +185.5% |
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