+135.5%
B vs CCJ
+1,583.6%
-1,448.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +9.4% | +6.9% | +2.6% | +7.4% |
| 3M | +5.0% | -11.6% | +16.6% | +8.7% |
| 6M | -3.5% | -16.2% | +12.7% | +1.2% |
| YTD | +4.5% | +10.1% | -5.7% | +1.4% |
| 1Y | +67.8% | +32.3% | +35.5% | +52.9% |
| 3Y | +196.7% | +171.3% | +25.4% | +111.3% |
| 5Y | +151.9% | +372.4% | -220.5% | +43.0% |
| 10Y | +202.2% | +1,070.0% | -867.9% | +12.3% |
| All | +135.5% | +1,583.6% | -1,448.1% | -26.1% |
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