+6,781.2%
CME vs CCJ
+3,573.9%
+3,207.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +6.2% | +6.9% | -0.6% | +4.7% |
| 3M | +10.4% | -11.6% | +22.1% | +12.1% |
| 6M | -9.5% | -16.2% | +6.7% | -8.1% |
| YTD | +6.0% | +10.1% | -4.1% | +1.4% |
| 1Y | +9.3% | +32.3% | -23.0% | -0.9% |
| 3Y | +57.7% | +171.3% | -113.6% | +16.1% |
| 5Y | +77.7% | +372.4% | -294.7% | +7.8% |
| 10Y | +281.2% | +1,070.0% | -788.8% | +59.7% |
| All | +6,781.2% | +3,573.9% | +3,207.3% | +1,787.9% |
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