+2,822.3%
CI vs CCJ
+1,091.6%
+1,730.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -7.0% | -3.4% |
| 7D | -1.6% | -7.3% | +5.7% | -0.3% |
| 30D | +5.4% | -20.0% | +25.4% | +9.4% |
| 3M | +7.3% | -23.8% | +31.1% | +11.9% |
| 6M | +5.3% | -42.4% | +47.7% | +14.8% |
| YTD | +8.5% | -22.1% | +30.5% | +10.4% |
| 1Y | +17.1% | -20.8% | +37.9% | +18.5% |
| 3Y | +1.4% | +75.7% | -74.3% | -16.9% |
| 5Y | +50.5% | +167.4% | -117.0% | +8.0% |
| 10Y | +168.5% | +826.3% | -657.8% | +31.3% |
| All | +2,822.3% | +1,091.6% | +1,730.7% | +1,199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling