+216.8%
CB vs CCJ
+1,070.5%
-853.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.7% | -1.5% |
| 7D | -0.6% | +5.9% | -6.6% | -1.0% |
| 30D | -3.9% | +4.7% | -8.6% | -4.3% |
| 3M | +4.9% | -3.3% | +8.2% | +4.9% |
| 6M | +3.3% | -7.0% | +10.3% | +3.2% |
| YTD | +8.5% | +11.5% | -2.9% | +6.3% |
| 1Y | +22.1% | +32.3% | -10.2% | +16.8% |
| 3Y | +70.1% | +176.8% | -106.7% | +46.6% |
| 5Y | +97.4% | +351.8% | -254.4% | +55.4% |
| 10Y | +216.8% | +1,080.5% | -863.7% | +111.3% |
| All | +216.8% | +1,070.5% | -853.6% | +111.3% |
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