+142.2%
CI vs CCJ
+859.4%
-717.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.1% |
| 7D | +0.1% | +2.7% | -2.6% | -0.2% |
| 30D | +4.7% | -14.4% | +19.1% | +6.2% |
| 3M | +5.2% | -22.6% | +27.8% | +7.7% |
| 6M | +3.8% | -35.4% | +39.2% | +7.8% |
| YTD | +9.2% | -17.6% | +26.8% | +9.6% |
| 1Y | +14.3% | -18.1% | +32.4% | +14.5% |
| 3Y | +8.4% | +79.6% | -71.1% | -5.2% |
| 5Y | +50.0% | +175.3% | -125.2% | +19.1% |
| 10Y | +142.2% | +844.8% | -702.6% | +42.6% |
| All | +142.2% | +859.4% | -717.2% | +42.6% |
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