+208.5%
B vs CCJ
+1,097.2%
-888.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | +2.3% | +5.9% | -3.6% | +1.1% |
| 30D | +1.4% | +4.7% | -3.4% | +0.4% |
| 3M | +12.2% | -3.3% | +15.5% | +12.9% |
| 6M | -2.1% | -7.0% | +4.9% | -0.6% |
| YTD | +2.9% | +11.5% | -8.5% | +1.2% |
| 1Y | +55.3% | +32.3% | +23.0% | +47.1% |
| 3Y | +198.7% | +176.8% | +21.9% | +143.1% |
| 5Y | +153.8% | +351.8% | -198.0% | +85.8% |
| All | +208.5% | +1,097.2% | -888.7% | +129.5% |
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