+199.6%
ARM vs CCJ
+79.7%
+120.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -3.9% |
| 7D | +9.1% | -0.8% | +9.9% | +9.8% |
| 30D | -19.9% | -13.2% | -6.8% | -13.3% |
| 3M | -31.6% | -27.6% | -4.0% | -19.2% |
| 6M | -13.9% | -38.7% | +24.8% | +10.1% |
| YTD | +74.3% | -22.7% | +97.0% | +99.6% |
| 1Y | +35.8% | -17.6% | +53.4% | +51.0% |
| 3Y | +268.6% | +62.7% | +205.9% | +172.8% |
| All | +199.6% | +79.7% | +120.0% | +114.3% |
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