+116.3%
CLF vs CCJ
+1,070.5%
-954.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.2% |
| 7D | +6.5% | +5.9% | +0.6% | +3.9% |
| 30D | +0.2% | +4.7% | -4.5% | -1.8% |
| 3M | -3.1% | -3.3% | +0.2% | -2.5% |
| 6M | +25.0% | -7.0% | +32.1% | +27.2% |
| YTD | -7.5% | +11.5% | -18.9% | -13.7% |
| 1Y | +11.5% | +32.3% | -20.7% | -4.5% |
| 3Y | -13.7% | +176.8% | -190.5% | -50.7% |
| 5Y | -47.0% | +351.8% | -398.8% | -77.3% |
| 10Y | +116.3% | +1,080.5% | -964.2% | -41.7% |
| All | +116.3% | +1,070.5% | -954.2% | -41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling