+101.0%
CB vs CCJ
+369.1%
-268.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | -3.1% | +6.9% | -10.0% | -3.3% |
| 3M | +9.0% | -11.6% | +20.6% | +9.3% |
| 6M | +2.9% | -16.2% | +19.1% | +3.3% |
| YTD | +10.1% | +10.1% | 0.0% | +8.9% |
| 1Y | +22.8% | +32.3% | -9.5% | +19.8% |
| 3Y | +73.8% | +171.3% | -97.5% | +57.8% |
| All | +101.0% | +369.1% | -268.1% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling