+80.1%
CLF vs CCJ
+859.4%
-779.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.7% | +1.3% | +4.6% |
| 7D | -14.1% | +2.7% | -16.8% | -14.8% |
| 30D | -5.5% | -14.4% | +8.9% | +0.6% |
| 3M | 0.0% | -22.6% | +22.6% | +10.5% |
| 6M | +11.3% | -35.4% | +46.7% | +31.8% |
| YTD | -7.7% | -17.6% | +9.9% | -2.8% |
| 1Y | +17.5% | -18.1% | +35.7% | +23.8% |
| 3Y | -25.4% | +79.6% | -105.0% | -48.8% |
| 5Y | -46.0% | +175.3% | -221.2% | -71.3% |
| 10Y | +80.1% | +844.8% | -764.7% | -61.0% |
| All | +80.1% | +859.4% | -779.4% | -61.0% |
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