+232.1%
CLF vs CCJ
+1,583.6%
-1,351.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +7.6% | +0.7% | +6.8% | +7.0% |
| 30D | -1.2% | +6.9% | -8.0% | -4.9% |
| 3M | -13.4% | -11.6% | -1.7% | -8.7% |
| 6M | +15.4% | -16.2% | +31.6% | +24.2% |
| YTD | -5.9% | +10.1% | -16.0% | -14.0% |
| 1Y | +18.8% | +32.3% | -13.4% | -4.1% |
| 3Y | -19.4% | +171.3% | -190.7% | -60.8% |
| 5Y | -47.7% | +372.4% | -420.1% | -83.2% |
| 10Y | +130.4% | +1,070.0% | -939.7% | -63.7% |
| All | +232.1% | +1,583.6% | -1,351.6% | -25.7% |
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