+1,796.2%
CL vs CCJ
+1,117.9%
+678.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.4% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +11.8% | -17.2% | +29.0% | +13.1% |
| 3M | +5.9% | -25.1% | +31.0% | +7.8% |
| 6M | +13.3% | -37.6% | +50.9% | +16.6% |
| YTD | +27.1% | -20.4% | +47.5% | +27.8% |
| 1Y | +28.0% | -22.5% | +50.5% | +28.8% |
| 3Y | +39.4% | +72.5% | -33.1% | +28.5% |
| 5Y | +40.8% | +179.9% | -139.1% | +21.8% |
| 10Y | +84.9% | +772.6% | -687.7% | +35.6% |
| All | +1,796.2% | +1,117.9% | +678.4% | +1,232.1% |
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