+1,914.6%
CLS vs CCJ
+765.4%
+1,149.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.8% |
| 7D | +16.3% | -0.8% | +17.1% | +16.7% |
| 30D | -25.7% | -13.2% | -12.5% | -20.9% |
| 3M | -30.9% | -27.6% | -3.2% | -21.0% |
| 6M | -35.5% | -38.7% | +3.2% | -21.2% |
| YTD | -18.7% | -22.7% | +4.0% | -8.7% |
| 1Y | -17.9% | -17.6% | -0.3% | -9.4% |
| 3Y | +838.1% | +62.7% | +775.4% | +728.1% |
| 5Y | +1,971.9% | +159.7% | +1,812.2% | +1,457.0% |
| All | +1,914.6% | +765.4% | +1,149.2% | +903.8% |
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 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