+2,324.8%
ALL vs CCJ
+1,159.6%
+1,165.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.3% |
| 7D | -3.9% | +2.7% | -6.6% | -4.4% |
| 30D | +10.6% | -14.4% | +25.0% | +13.1% |
| 3M | -4.6% | -22.6% | +18.1% | -1.1% |
| 6M | +20.2% | -35.4% | +55.6% | +27.3% |
| YTD | +23.7% | -17.6% | +41.3% | +23.8% |
| 1Y | +27.9% | -18.1% | +46.0% | +27.7% |
| 3Y | +109.2% | +79.6% | +29.6% | +71.9% |
| 5Y | +148.0% | +175.3% | -27.3% | +79.7% |
| 10Y | +363.8% | +844.8% | -481.0% | +133.7% |
| All | +2,324.8% | +1,159.6% | +1,165.1% | +1,007.2% |
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