+208.6%
B vs CCJ
+802.9%
-594.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -5.4% |
| 7D | +7.1% | +0.4% | +6.7% | +7.0% |
| 30D | -3.3% | -17.2% | +13.9% | +0.6% |
| 3M | -2.5% | -25.1% | +22.6% | +3.6% |
| 6M | -7.2% | -37.6% | +30.4% | +2.4% |
| YTD | -7.4% | -20.4% | +13.0% | -2.2% |
| 1Y | +16.4% | -22.5% | +39.0% | +23.3% |
| 3Y | +178.7% | +72.5% | +106.2% | +149.0% |
| 5Y | +121.7% | +179.9% | -58.2% | +78.5% |
| 10Y | +208.6% | +772.6% | -564.0% | +85.2% |
| All | +208.6% | +802.9% | -594.3% | +85.2% |
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 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