+411.5%
CAH vs CCJ
+765.4%
-353.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.2% |
| 7D | +3.5% | -0.8% | +4.3% | +3.5% |
| 30D | +13.5% | -13.2% | +26.6% | +15.0% |
| 3M | +21.8% | -27.6% | +49.5% | +25.8% |
| 6M | +51.5% | -38.7% | +90.2% | +58.7% |
| YTD | +38.1% | -22.7% | +60.8% | +39.3% |
| 1Y | +37.7% | -17.6% | +55.3% | +37.7% |
| 3Y | +179.6% | +62.7% | +116.9% | +144.6% |
| 5Y | +504.9% | +159.7% | +345.2% | +376.7% |
| All | +411.5% | +765.4% | -353.8% | +200.2% |
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