+167.3%
C vs CCJ
+1,583.6%
-1,416.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | +0.7% | +2.9% | +3.4% |
| 30D | +0.1% | +6.9% | -6.8% | -2.2% |
| 3M | +2.4% | -11.6% | +14.1% | +5.6% |
| 6M | +24.9% | -16.2% | +41.2% | +29.5% |
| YTD | +19.8% | +10.1% | +9.7% | +13.1% |
| 1Y | +44.9% | +32.3% | +12.6% | +26.7% |
| 3Y | +263.0% | +171.3% | +91.7% | +138.1% |
| 5Y | +129.5% | +372.4% | -242.9% | +15.5% |
| 10Y | +291.6% | +1,070.0% | -778.4% | +25.0% |
| All | +167.3% | +1,583.6% | -1,416.4% | -12.6% |
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