+3,231.7%
CLS vs CCJ
+3,048.2%
+183.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | +0.7% | +3.8% | +4.4% |
| 30D | -13.9% | +6.9% | -20.8% | -15.9% |
| 3M | -26.6% | -11.6% | -14.9% | -23.1% |
| 6M | +15.4% | -16.2% | +31.6% | +23.6% |
| YTD | +5.7% | +10.1% | -4.4% | +2.7% |
| 1Y | +41.1% | +32.3% | +8.8% | +28.8% |
| 3Y | +1,228.6% | +171.3% | +1,057.3% | +861.2% |
| 5Y | +3,240.6% | +372.4% | +2,868.3% | +1,819.1% |
| 10Y | +2,760.3% | +1,070.0% | +1,690.3% | +982.7% |
| All | +3,231.7% | +3,048.2% | +183.5% | +610.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling