+42.5%
CI vs CCJ
+369.1%
-326.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +4.4% | +6.9% | -2.4% | +4.0% |
| 3M | +0.7% | -11.6% | +12.3% | +1.2% |
| 6M | +0.3% | -16.2% | +16.6% | +1.0% |
| YTD | +3.8% | +10.1% | -6.3% | +2.4% |
| 1Y | -5.5% | +32.3% | -37.8% | -8.5% |
| 3Y | +8.1% | +171.3% | -163.2% | -4.8% |
| All | +42.5% | +369.1% | -326.6% | +18.0% |
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