+707.7%
BE vs CCJ
+585.3%
+122.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -1.3% |
| 7D | +20.5% | +5.0% | +15.5% | +17.1% |
| 30D | -23.4% | -16.7% | -6.7% | -12.1% |
| 3M | -14.9% | -27.5% | +12.7% | +7.1% |
| 6M | -28.1% | -38.6% | +10.6% | +2.2% |
| YTD | +132.4% | -21.5% | +153.9% | +184.3% |
| 1Y | +59.4% | -22.3% | +81.7% | +99.9% |
| 3Y | +1,815.8% | +69.9% | +1,746.0% | +1,284.2% |
| 5Y | +491.3% | +163.6% | +327.7% | +208.1% |
| All | +707.7% | +585.3% | +122.4% | +60.0% |
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