+626.9%
CEG vs CCJ
+360.9%
+266.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | +1.3% | +4.2% | -2.8% | -0.3% |
| 30D | +8.8% | +3.2% | +5.7% | +7.3% |
| 3M | +17.0% | -1.8% | +18.8% | +17.1% |
| 6M | -8.7% | -13.5% | +4.8% | -5.1% |
| YTD | -16.4% | +9.7% | -26.2% | -21.6% |
| 1Y | -1.8% | +30.0% | -31.8% | -15.1% |
| 3Y | +175.8% | +172.6% | +3.2% | +83.3% |
| All | +626.9% | +360.9% | +266.1% | +328.5% |
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