+275.1%
BLK vs CCJ
+1,065.5%
-790.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -3.3% | -4.0% | +0.7% | -2.6% |
| 30D | -6.5% | -2.4% | -4.1% | -6.2% |
| 3M | +6.7% | -2.3% | +9.1% | +6.8% |
| 6M | +14.7% | -16.2% | +30.9% | +17.3% |
| YTD | +2.5% | +5.7% | -3.1% | 0.0% |
| 1Y | -2.8% | +21.3% | -24.0% | -8.5% |
| 3Y | +65.9% | +159.4% | -93.5% | +30.5% |
| 5Y | +33.0% | +300.7% | -267.7% | -7.0% |
| All | +275.1% | +1,065.5% | -790.4% | +104.1% |
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 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