+22.4%
CCI vs CCJ
+1,065.5%
-1,043.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.4% |
| 7D | -0.3% | -4.0% | +3.8% | 0.0% |
| 30D | +2.2% | -2.4% | +4.6% | +2.3% |
| 3M | -16.9% | -2.3% | -14.6% | -16.9% |
| 6M | -11.5% | -16.2% | +4.7% | -10.9% |
| YTD | -12.8% | +5.7% | -18.5% | -13.8% |
| 1Y | -17.1% | +21.3% | -38.3% | -19.1% |
| 3Y | -9.6% | +159.4% | -169.0% | -19.2% |
| 5Y | -48.9% | +300.7% | -349.6% | -57.2% |
| All | +22.4% | +1,065.5% | -1,043.1% | -1.6% |
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