+47.7%
CI vs CCJ
+163.1%
-115.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -7.0% | -2.9% |
| 7D | -1.6% | -7.3% | +5.7% | -1.1% |
| 30D | +5.4% | -20.0% | +25.4% | +6.7% |
| 3M | +7.3% | -23.8% | +31.1% | +8.8% |
| 6M | +5.3% | -42.4% | +47.7% | +8.5% |
| YTD | +8.5% | -22.1% | +30.5% | +8.9% |
| 1Y | +17.1% | -20.8% | +37.9% | +17.3% |
| 3Y | +1.4% | +75.7% | -74.3% | -9.0% |
| All | +47.7% | +163.1% | -115.4% | +24.6% |
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 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