+1,065.3%
CCJ vs CLX
-2.6%
+1,067.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -3.0% |
| 7D | -3.2% | -5.9% | +2.7% | -3.2% |
| 30D | -1.3% | -17.0% | +15.7% | -1.3% |
| 3M | +2.5% | -9.6% | +12.1% | +2.6% |
| 6M | -18.9% | -21.5% | +2.6% | -18.8% |
| YTD | +6.5% | -8.8% | +15.3% | +6.6% |
| 1Y | +22.8% | -24.7% | +47.5% | +23.1% |
| 3Y | +164.5% | -35.6% | +200.1% | +164.8% |
| 5Y | +303.7% | -37.6% | +341.4% | +303.5% |
| All | +1,065.3% | -2.6% | +1,067.9% | +1,108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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