+286.5%
C vs CCJ
+1,070.5%
-783.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +3.2% | +5.9% | -2.8% | +1.9% |
| 30D | +1.3% | +4.7% | -3.4% | +0.1% |
| 3M | +3.1% | -3.3% | +6.4% | +3.4% |
| 6M | +29.6% | -7.0% | +36.7% | +30.1% |
| YTD | +19.0% | +11.5% | +7.5% | +14.0% |
| 1Y | +45.6% | +32.3% | +13.4% | +32.6% |
| 3Y | +269.3% | +176.8% | +92.4% | +171.9% |
| 5Y | +131.6% | +351.8% | -220.2% | +43.1% |
| 10Y | +286.5% | +1,080.5% | -794.0% | +67.1% |
| All | +286.5% | +1,070.5% | -783.9% | +67.1% |
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