+2,696.6%
CI vs CCJ
+1,583.6%
+1,113.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | +4.4% | +6.9% | -2.4% | +3.0% |
| 3M | +0.7% | -11.6% | +12.3% | +2.2% |
| 6M | +0.3% | -16.2% | +16.6% | +2.1% |
| YTD | +3.8% | +10.1% | -6.3% | -0.2% |
| 1Y | -5.5% | +32.3% | -37.8% | -13.5% |
| 3Y | +8.1% | +171.3% | -163.2% | -18.1% |
| 5Y | +42.8% | +372.4% | -329.6% | -8.6% |
| 10Y | +143.9% | +1,070.0% | -926.1% | +15.2% |
| All | +2,696.6% | +1,583.6% | +1,113.0% | +1,073.7% |
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