+273.3%
CCJ vs S
-51.7%
+325.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.8% | +2.0% | -2.8% | -1.2% |
| 30D | -13.2% | -2.7% | -10.5% | -12.8% |
| 3M | -27.6% | -6.9% | -20.8% | -27.2% |
| 6M | -38.7% | +38.1% | -76.8% | -43.6% |
| YTD | -22.7% | +48.0% | -70.7% | -31.0% |
| 1Y | -17.6% | +34.5% | -52.0% | -25.0% |
| 3Y | +62.7% | +38.3% | +24.4% | +40.7% |
| 5Y | +159.7% | -70.9% | +230.6% | +187.2% |
| All | +273.3% | -51.7% | +325.1% | +293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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