+753.7%
CCJ vs USFR
+28.6%
+725.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -13.2% | +0.4% | -13.5% | -13.5% |
| 3M | -27.6% | +1.1% | -28.7% | -28.4% |
| 6M | -38.7% | +2.0% | -40.7% | -40.1% |
| YTD | -22.7% | +3.5% | -26.2% | -25.9% |
| 1Y | -17.6% | +4.1% | -21.7% | -21.6% |
| 3Y | +62.7% | +14.4% | +48.3% | +37.5% |
| 5Y | +159.7% | +21.4% | +138.3% | +100.6% |
| All | +753.7% | +28.6% | +725.1% | +494.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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