+503.2%
CMI vs CCJ
+1,065.5%
-562.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.7% | -4.0% | +3.3% | 0.0% |
| 30D | -12.4% | -2.4% | -10.0% | -12.1% |
| 3M | -14.8% | -2.3% | -12.5% | -14.6% |
| 6M | +0.8% | -16.2% | +17.0% | +3.5% |
| YTD | +10.2% | +5.7% | +4.5% | +8.7% |
| 1Y | +37.4% | +21.3% | +16.2% | +31.1% |
| 3Y | +153.3% | +159.4% | -6.1% | +106.4% |
| 5Y | +167.6% | +300.7% | -133.1% | +95.7% |
| All | +503.2% | +1,065.5% | -562.3% | +252.9% |
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 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