-29.4%
CCL vs CCJ
+802.9%
-832.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.9% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | +17.3% | -17.2% | +34.5% | +24.5% |
| 3M | +11.3% | -25.1% | +36.5% | +21.9% |
| 6M | +18.5% | -37.6% | +56.0% | +36.9% |
| YTD | +2.8% | -20.4% | +23.1% | +7.5% |
| 1Y | +16.7% | -22.5% | +39.3% | +22.8% |
| 3Y | +146.0% | +72.5% | +73.6% | +76.4% |
| 5Y | +33.6% | +179.9% | -146.2% | -23.8% |
| 10Y | -29.4% | +772.6% | -802.0% | -74.3% |
| All | -29.4% | +802.9% | -832.3% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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