+1,126.0%
CAT vs CCJ
+1,070.5%
+55.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +5.6% | +5.9% | -0.4% | +4.2% |
| 30D | -2.3% | +4.7% | -7.0% | -3.5% |
| 3M | -10.0% | -3.3% | -6.7% | -9.5% |
| 6M | +21.2% | -7.0% | +28.3% | +22.6% |
| YTD | +44.4% | +11.5% | +33.0% | +40.0% |
| 1Y | +96.3% | +32.3% | +64.0% | +81.1% |
| 3Y | +203.9% | +176.8% | +27.1% | +129.2% |
| 5Y | +333.5% | +351.8% | -18.3% | +179.5% |
| 10Y | +1,126.0% | +1,080.5% | +45.5% | +533.3% |
| All | +1,126.0% | +1,070.5% | +55.6% | +533.3% |
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