+300.2%
CCJ vs MKTX
-60.5%
+360.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 6M | -16.2% | -8.0% | -8.2% | -15.6% |
| YTD | +5.7% | -8.7% | +14.4% | +6.4% |
| 1Y | +21.3% | -11.8% | +33.1% | +22.6% |
| 3Y | +159.4% | -24.0% | +183.4% | +158.9% |
| All | +300.2% | -60.5% | +360.6% | +321.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling