+356.8%
CCJ vs PL
+46.3%
+310.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +3.7% | +13.4% | -9.7% | +1.3% |
| 30D | -13.7% | -10.2% | -3.6% | -12.3% |
| 3M | -24.7% | -39.5% | +14.8% | -18.5% |
| 6M | -38.1% | -65.7% | +27.6% | -27.4% |
| YTD | -18.8% | -27.3% | +8.5% | -17.0% |
| 1Y | -19.5% | +15.0% | -34.5% | -24.0% |
| 3Y | +75.9% | +560.8% | -484.9% | +13.5% |
| 5Y | +173.1% | +38.4% | +134.7% | +107.6% |
| All | +356.8% | +46.3% | +310.5% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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