-29.4%
CCL vs CCJ
+785.0%
-814.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.9% |
| 7D | -1.5% | +3.7% | -5.2% | -2.8% |
| 30D | +16.5% | -13.7% | +30.2% | +22.0% |
| 3M | +11.2% | -24.7% | +35.9% | +21.5% |
| 6M | +22.6% | -38.1% | +60.7% | +42.2% |
| YTD | +2.6% | -18.8% | +21.4% | +6.6% |
| 1Y | +17.0% | -19.5% | +36.5% | +21.4% |
| 3Y | +145.5% | +75.9% | +69.7% | +74.9% |
| 5Y | +36.1% | +173.1% | -137.0% | -21.7% |
| 10Y | -29.4% | +813.5% | -842.9% | -74.9% |
| All | -29.4% | +785.0% | -814.5% | -74.9% |
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