-0.9%
CCL vs CCJ
+347.8%
-348.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.7% |
| 7D | -4.4% | +4.2% | -8.6% | -5.7% |
| 30D | -18.2% | +3.2% | -21.4% | -19.2% |
| 3M | -17.7% | -1.8% | -15.9% | -17.6% |
| 6M | -13.0% | -13.5% | +0.5% | -9.9% |
| YTD | -24.5% | +9.7% | -34.2% | -28.5% |
| 1Y | -26.9% | +30.0% | -56.9% | -36.6% |
| 3Y | +50.8% | +172.6% | -121.8% | -9.9% |
| 5Y | -0.9% | +342.9% | -343.9% | -53.7% |
| All | -0.9% | +347.8% | -348.7% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling