+1,080.5%
CCJ vs M
-6.4%
+1,086.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.7% |
| 7D | +5.9% | +2.4% | +3.6% | +5.4% |
| 30D | +4.7% | -11.6% | +16.3% | +7.1% |
| 3M | -3.3% | +1.6% | -4.9% | -3.9% |
| 6M | -7.0% | +25.2% | -32.2% | -11.2% |
| YTD | +11.5% | +3.8% | +7.7% | +9.7% |
| 1Y | +32.3% | +36.3% | -4.1% | +23.6% |
| 3Y | +176.8% | +116.3% | +60.5% | +126.5% |
| 5Y | +351.8% | +28.2% | +323.6% | +292.0% |
| 10Y | +1,080.5% | -3.4% | +1,083.9% | +810.8% |
| All | +1,080.5% | -6.4% | +1,086.9% | +810.8% |
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