+772.6%
CCJ vs PR
+65.1%
+707.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | +0.4% | -9.5% | +9.9% | +2.1% |
| 30D | -17.2% | -5.7% | -11.6% | -16.5% |
| 3M | -25.1% | +3.0% | -28.1% | -25.7% |
| 6M | -37.6% | +11.8% | -49.4% | -39.2% |
| YTD | -20.4% | +58.5% | -78.8% | -27.3% |
| 1Y | -22.5% | +69.9% | -92.4% | -30.2% |
| 3Y | +72.5% | +84.9% | -12.4% | +51.3% |
| 5Y | +179.9% | +246.4% | -66.6% | +117.2% |
| 10Y | +772.6% | +70.3% | +702.3% | +604.0% |
| All | +772.6% | +65.1% | +707.5% | +604.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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