+140.4%
CI vs CCJ
+1,070.5%
-930.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.0% |
| 7D | -2.0% | +5.9% | -7.9% | -2.6% |
| 30D | -1.8% | +4.7% | -6.5% | -2.4% |
| 3M | -4.2% | -3.3% | -0.9% | -4.2% |
| 6M | +2.7% | -7.0% | +9.7% | +2.6% |
| YTD | +1.9% | +11.5% | -9.5% | -0.7% |
| 1Y | -6.3% | +32.3% | -38.5% | -11.2% |
| 3Y | +3.9% | +176.8% | -173.0% | -13.9% |
| 5Y | +41.9% | +351.8% | -309.9% | +5.2% |
| 10Y | +140.4% | +1,080.5% | -940.1% | +31.9% |
| All | +140.4% | +1,070.5% | -930.1% | +31.9% |
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