+103.2%
CB vs CCJ
+163.1%
-59.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -1.9% |
| 7D | +0.2% | -7.3% | +7.5% | +0.4% |
| 30D | +9.1% | -20.0% | +29.0% | +9.6% |
| 3M | +3.4% | -23.8% | +27.3% | +4.0% |
| 6M | +14.1% | -42.4% | +56.5% | +15.9% |
| YTD | +18.0% | -22.1% | +40.1% | +17.6% |
| 1Y | +30.1% | -20.8% | +51.0% | +29.5% |
| 3Y | +71.8% | +75.7% | -4.0% | +56.8% |
| All | +103.2% | +163.1% | -59.9% | +80.7% |
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