+797.0%
CCJ vs M
-6.5%
+803.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | +3.7% | -3.3% | +7.0% | +4.3% |
| 30D | -13.7% | +8.1% | -21.8% | -15.1% |
| 3M | -24.7% | +2.2% | -26.9% | -25.3% |
| 6M | -38.1% | +35.1% | -73.3% | -41.9% |
| YTD | -18.8% | +15.8% | -34.6% | -21.9% |
| 1Y | -19.5% | +25.8% | -45.4% | -23.9% |
| 3Y | +75.9% | +156.2% | -80.3% | +39.2% |
| 5Y | +173.1% | -2.4% | +175.5% | +148.5% |
| All | +797.0% | -6.5% | +803.5% | +599.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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