+30.2%
CCL vs CCJ
+172.2%
-142.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.6% | +2.3% |
| 7D | +3.1% | +2.7% | +0.3% | +2.1% |
| 30D | +17.5% | -14.4% | +31.9% | +23.4% |
| 3M | +6.8% | -22.6% | +29.4% | +15.6% |
| 6M | +18.7% | -35.4% | +54.2% | +35.6% |
| YTD | +3.0% | -17.6% | +20.6% | +6.4% |
| 1Y | +17.7% | -18.1% | +35.9% | +21.3% |
| 3Y | +155.6% | +79.6% | +76.0% | +71.5% |
| 5Y | +30.2% | +175.3% | -145.1% | -33.2% |
| All | +30.2% | +172.2% | -142.0% | -33.2% |
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