+3,038.3%
CLS vs CCJ
+1,078.9%
+1,959.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | +20.1% | +4.2% | +15.9% | +18.4% |
| 30D | +6.0% | +3.2% | +2.9% | +4.8% |
| 3M | -10.3% | -1.8% | -8.5% | -9.7% |
| 6M | +24.5% | -13.5% | +38.0% | +32.1% |
| YTD | +12.9% | +9.7% | +3.1% | +9.9% |
| 1Y | +36.7% | +30.0% | +6.7% | +25.5% |
| 3Y | +1,328.1% | +172.6% | +1,155.5% | +949.0% |
| 5Y | +3,682.3% | +342.9% | +3,339.4% | +2,258.9% |
| 10Y | +3,038.3% | +1,099.7% | +1,938.5% | +1,382.0% |
| All | +3,038.3% | +1,078.9% | +1,959.4% | +1,382.0% |
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