+783.8%
CCJ vs MKTX
+1,445.1%
-661.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | +3.2% | +1.0% | +2.2% | +3.0% |
| 3M | -1.8% | +40.8% | -42.6% | -9.5% |
| 6M | -13.5% | -10.9% | -2.7% | -12.4% |
| YTD | +9.7% | -8.6% | +18.3% | +10.3% |
| 1Y | +30.0% | -11.6% | +41.6% | +31.1% |
| 3Y | +172.6% | -24.5% | +197.1% | +175.8% |
| 5Y | +342.9% | -60.7% | +403.7% | +411.0% |
| 10Y | +1,099.7% | +5.1% | +1,094.6% | +943.0% |
| All | +783.8% | +1,445.1% | -661.3% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling