+7,663.3%
CME vs CCJ
+2,610.4%
+5,052.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.8% |
| 7D | +2.5% | +3.7% | -1.2% | +1.7% |
| 30D | +13.9% | -13.7% | +27.6% | +16.6% |
| 3M | +22.4% | -24.7% | +47.1% | +28.0% |
| 6M | +12.9% | -38.1% | +51.0% | +21.4% |
| YTD | +19.6% | -18.8% | +38.4% | +20.3% |
| 1Y | +17.7% | -19.5% | +37.2% | +18.2% |
| 3Y | +65.3% | +75.9% | -10.6% | +32.3% |
| 5Y | +75.1% | +173.1% | -98.0% | +20.0% |
| 10Y | +305.8% | +813.5% | -507.7% | +76.4% |
| All | +7,663.3% | +2,610.4% | +5,052.9% | +2,140.2% |
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