+1,056.5%
CCJ vs MKTX
+5.0%
+1,051.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -2.4% | +0.7% | -3.1% | -2.5% |
| 3M | -2.3% | +40.8% | -43.1% | -7.8% |
| 6M | -16.2% | -8.0% | -8.2% | -15.6% |
| YTD | +5.7% | -8.7% | +14.4% | +6.3% |
| 1Y | +21.3% | -11.8% | +33.1% | +22.5% |
| 3Y | +159.4% | -24.0% | +183.4% | +161.2% |
| 5Y | +300.7% | -60.3% | +361.0% | +350.5% |
| All | +1,056.5% | +5.0% | +1,051.4% | +1,006.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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