+1,099.7%
CCJ vs A
+236.6%
+863.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | +4.2% | -4.4% | +8.6% | +5.8% |
| 30D | +3.2% | -2.7% | +5.9% | +4.2% |
| 3M | -1.8% | +7.0% | -8.9% | -4.4% |
| 6M | -13.5% | +24.6% | -38.2% | -21.0% |
| YTD | +9.7% | +7.0% | +2.7% | +5.8% |
| 1Y | +30.0% | +15.6% | +14.4% | +21.0% |
| 3Y | +172.6% | +29.9% | +142.7% | +133.9% |
| 5Y | +342.9% | -15.4% | +358.3% | +341.4% |
| 10Y | +1,099.7% | +248.9% | +850.9% | +660.8% |
| All | +1,099.7% | +236.6% | +863.1% | +660.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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