+1,753.0%
CLS vs CCJ
+833.9%
+919.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.7% | +2.1% | +5.6% |
| 7D | -10.6% | +2.7% | -13.3% | -11.3% |
| 30D | -38.4% | -14.4% | -24.0% | -34.1% |
| 3M | -29.9% | -22.6% | -7.3% | -22.0% |
| 6M | -40.6% | -35.4% | -5.2% | -29.0% |
| YTD | -24.6% | -17.6% | -7.0% | -17.4% |
| 1Y | -30.8% | -18.1% | -12.6% | -23.5% |
| 3Y | +811.7% | +79.6% | +732.2% | +678.0% |
| 5Y | +1,838.4% | +175.3% | +1,663.2% | +1,322.9% |
| All | +1,753.0% | +833.9% | +919.2% | +804.0% |
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