+1,761.1%
CLS vs CCJ
+802.9%
+958.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +1.8% |
| 7D | -13.9% | +0.4% | -14.3% | -13.8% |
| 30D | -38.2% | -17.2% | -20.9% | -32.9% |
| 3M | -28.8% | -25.1% | -3.7% | -19.8% |
| 6M | -40.4% | -37.6% | -2.8% | -27.7% |
| YTD | -24.3% | -20.4% | -3.9% | -15.9% |
| 1Y | -35.0% | -22.5% | -12.5% | -26.7% |
| 3Y | +778.7% | +72.5% | +706.2% | +660.9% |
| 5Y | +1,884.8% | +179.9% | +1,705.0% | +1,358.9% |
| 10Y | +1,761.1% | +772.6% | +988.5% | +819.8% |
| All | +1,761.1% | +802.9% | +958.2% | +819.8% |
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