+712.5%
CAT vs CCJ
+859.4%
-146.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.7% | +1.5% | +5.8% |
| 7D | -2.4% | +2.7% | -5.1% | -3.0% |
| 30D | -25.0% | -14.4% | -10.6% | -22.2% |
| 3M | -28.7% | -22.6% | -6.1% | -24.4% |
| 6M | -33.0% | -35.4% | +2.5% | -26.1% |
| YTD | +5.4% | -17.6% | +23.0% | +9.6% |
| 1Y | +7.3% | -18.1% | +25.4% | +11.5% |
| 3Y | +166.0% | +79.6% | +86.5% | +122.2% |
| 5Y | +210.1% | +175.3% | +34.8% | +125.4% |
| 10Y | +712.5% | +844.8% | -132.3% | +288.0% |
| All | +712.5% | +859.4% | -146.9% | +288.0% |
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