+772.6%
CCJ vs M
-3.0%
+775.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | +0.4% | +5.0% | -4.6% | -0.6% |
| 30D | -17.2% | +10.6% | -27.9% | -18.9% |
| 3M | -25.1% | +1.6% | -26.7% | -25.6% |
| 6M | -37.6% | +30.8% | -68.4% | -41.0% |
| YTD | -20.4% | +16.9% | -37.3% | -23.5% |
| 1Y | -22.5% | +26.3% | -48.8% | -26.8% |
| 3Y | +72.5% | +158.6% | -86.1% | +36.3% |
| 5Y | +179.9% | +2.1% | +177.8% | +152.7% |
| 10Y | +772.6% | -4.3% | +776.9% | +573.6% |
| All | +772.6% | -3.0% | +775.7% | +573.6% |
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