+1,606.3%
CL vs CCJ
+1,583.6%
+22.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | +0.7% | -2.9% | -2.2% |
| 30D | -4.8% | +6.9% | -11.7% | -5.3% |
| 3M | +4.9% | -11.6% | +16.6% | +5.6% |
| 6M | -5.7% | -16.2% | +10.5% | -5.0% |
| YTD | +14.4% | +10.1% | +4.3% | +12.6% |
| 1Y | +8.7% | +32.3% | -23.5% | +4.9% |
| 3Y | +30.0% | +171.3% | -141.3% | +15.9% |
| 5Y | +28.4% | +372.4% | -344.0% | +6.3% |
| 10Y | +50.1% | +1,070.0% | -1,019.9% | +8.0% |
| All | +1,606.3% | +1,583.6% | +22.7% | +1,073.8% |
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