+132.3%
C vs CCJ
+1,091.6%
-959.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.8% |
| 7D | -2.4% | -7.3% | +4.9% | -0.2% |
| 30D | -6.0% | -20.0% | +14.0% | +0.3% |
| 3M | -10.5% | -23.8% | +13.3% | -3.6% |
| 6M | -5.7% | -42.4% | +36.7% | +9.8% |
| YTD | +4.1% | -22.1% | +26.2% | +8.7% |
| 1Y | +20.5% | -20.8% | +41.3% | +24.7% |
| 3Y | +208.1% | +75.7% | +132.4% | +130.7% |
| 5Y | +110.4% | +167.4% | -57.0% | +28.0% |
| 10Y | +234.6% | +826.3% | -591.7% | +14.1% |
| All | +132.3% | +1,091.6% | -959.3% | -16.1% |
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