+280.6%
CME vs CCJ
+1,078.9%
-798.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -0.6% | +4.2% | -4.8% | -1.0% |
| 30D | +4.7% | +3.2% | +1.5% | +4.3% |
| 3M | +7.8% | -1.8% | +9.7% | +7.7% |
| 6M | -11.0% | -13.5% | +2.6% | -10.5% |
| YTD | +4.0% | +9.7% | -5.7% | +2.1% |
| 1Y | +9.1% | +30.0% | -20.9% | +4.7% |
| 3Y | +52.3% | +172.6% | -120.3% | +30.9% |
| 5Y | +76.1% | +342.9% | -266.8% | +37.1% |
| 10Y | +280.6% | +1,099.7% | -819.1% | +116.6% |
| All | +280.6% | +1,078.9% | -798.3% | +116.6% |
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