+3,682.3%
CLS vs CCJ
+347.8%
+3,334.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | +20.1% | +4.2% | +15.9% | +17.9% |
| 30D | +6.0% | +3.2% | +2.9% | +4.4% |
| 3M | -10.3% | -1.8% | -8.5% | -9.6% |
| 6M | +24.5% | -13.5% | +38.0% | +33.9% |
| YTD | +12.9% | +9.7% | +3.1% | +8.6% |
| 1Y | +36.7% | +30.0% | +6.7% | +21.7% |
| 3Y | +1,328.1% | +172.6% | +1,155.5% | +859.9% |
| 5Y | +3,682.3% | +342.9% | +3,339.4% | +2,096.3% |
| All | +3,682.3% | +347.8% | +3,334.5% | +2,096.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling