+1,065.3%
CCJ vs RUN
+43.4%
+1,022.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.0% | -2.7% |
| 7D | -3.2% | -3.4% | +0.2% | -2.7% |
| 30D | -1.3% | -14.0% | +12.6% | +0.7% |
| 3M | +2.5% | -27.5% | +30.0% | +6.6% |
| 6M | -18.9% | -29.0% | +10.1% | -15.7% |
| YTD | +6.5% | -53.1% | +59.6% | +15.0% |
| 1Y | +22.8% | -46.7% | +69.6% | +29.2% |
| 3Y | +164.5% | -38.3% | +202.8% | +130.5% |
| 5Y | +303.7% | -80.7% | +384.4% | +295.2% |
| All | +1,065.3% | +43.4% | +1,022.0% | +667.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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