+2,380.0%
ALL vs CCJ
+1,583.6%
+796.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -1.5% | +6.9% | -8.4% | -2.8% |
| 3M | +23.6% | -11.6% | +35.3% | +25.2% |
| 6M | +22.3% | -16.2% | +38.6% | +24.1% |
| YTD | +26.5% | +10.1% | +16.4% | +21.3% |
| 1Y | +27.0% | +32.3% | -5.3% | +16.3% |
| 3Y | +149.6% | +171.3% | -21.7% | +91.6% |
| 5Y | +118.1% | +372.4% | -254.3% | +42.8% |
| 10Y | +369.0% | +1,070.0% | -701.1% | +129.7% |
| All | +2,380.0% | +1,583.6% | +796.3% | +985.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling