+243.0%
CB vs CCJ
+859.4%
-616.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.8% |
| 7D | -1.5% | +2.7% | -4.2% | -1.7% |
| 30D | +6.5% | -14.4% | +20.9% | +7.6% |
| 3M | +4.1% | -22.6% | +26.7% | +5.7% |
| 6M | +14.4% | -35.4% | +49.8% | +17.6% |
| YTD | +17.5% | -17.6% | +35.1% | +17.4% |
| 1Y | +27.5% | -18.1% | +45.7% | +27.3% |
| 3Y | +71.6% | +79.6% | -8.0% | +53.4% |
| 5Y | +100.6% | +175.3% | -74.6% | +65.8% |
| 10Y | +243.0% | +844.8% | -601.8% | +122.6% |
| All | +243.0% | +859.4% | -616.4% | +122.6% |
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 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