+1,056.5%
CCJ vs WY
+7.6%
+1,048.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -4.0% | -4.2% | +0.1% | -2.7% |
| 30D | -2.4% | -10.1% | +7.7% | +1.1% |
| 3M | -2.3% | -8.5% | +6.2% | +0.1% |
| 6M | -16.2% | -3.3% | -12.9% | -15.7% |
| YTD | +5.7% | -4.4% | +10.1% | +6.6% |
| 1Y | +21.3% | -11.5% | +32.7% | +24.9% |
| 3Y | +159.4% | -24.3% | +183.7% | +175.0% |
| 5Y | +300.7% | -21.3% | +322.0% | +320.6% |
| All | +1,056.5% | +7.6% | +1,048.9% | +1,005.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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