+562.3%
CEG vs CCJ
+234.5%
+327.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -1.7% |
| 7D | +1.7% | +0.4% | +1.2% | +1.7% |
| 30D | -10.2% | -17.2% | +7.1% | -3.4% |
| 3M | -0.8% | -25.1% | +24.3% | +10.5% |
| 6M | -11.5% | -37.6% | +26.0% | +4.9% |
| YTD | -23.9% | -20.4% | -3.5% | -19.2% |
| 1Y | -25.4% | -22.5% | -2.9% | -20.0% |
| 3Y | +124.2% | +72.5% | +51.7% | +74.5% |
| All | +562.3% | +234.5% | +327.8% | +341.5% |
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