-60.8%
CLSK vs CCJ
+1,060.3%
-1,121.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.1% |
| 7D | +7.7% | -4.0% | +11.8% | +9.3% |
| 30D | +12.2% | -2.4% | +14.6% | +13.3% |
| 3M | -15.5% | -2.3% | -13.1% | -14.3% |
| 6M | +39.3% | -16.2% | +55.6% | +48.7% |
| YTD | +35.1% | +5.7% | +29.4% | +35.6% |
| 1Y | +34.0% | +21.3% | +12.8% | +28.0% |
| 3Y | +226.3% | +159.4% | +66.9% | +147.0% |
| 5Y | +6.4% | +300.7% | -294.3% | -27.7% |
| All | -60.8% | +1,060.3% | -1,121.2% | -70.4% |
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