+1,065.3%
CCJ vs HRB
+207.5%
+857.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -3.2% | -12.2% | +9.0% | -1.7% |
| 30D | -1.3% | -3.0% | +1.6% | -1.2% |
| 3M | +2.5% | +21.7% | -19.2% | -0.7% |
| 6M | -18.9% | +52.3% | -71.2% | -24.6% |
| YTD | +6.5% | +6.5% | 0.0% | +4.8% |
| 1Y | +22.8% | -6.7% | +29.5% | +23.2% |
| 3Y | +164.5% | +25.1% | +139.4% | +144.4% |
| 5Y | +303.7% | +113.8% | +189.9% | +229.1% |
| All | +1,065.3% | +207.5% | +857.8% | +724.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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