+10,549.7%
CMI vs CCJ
+1,578.1%
+8,971.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.7% | +4.2% | -3.5% | -0.6% |
| 30D | -12.3% | +3.2% | -15.5% | -13.3% |
| 3M | -16.8% | -1.8% | -15.0% | -16.7% |
| 6M | +1.5% | -13.5% | +15.1% | +5.0% |
| YTD | +9.8% | +9.7% | 0.0% | +5.3% |
| 1Y | +42.6% | +30.0% | +12.6% | +27.5% |
| 3Y | +151.0% | +172.6% | -21.6% | +69.5% |
| 5Y | +167.0% | +342.9% | -175.9% | +42.9% |
| 10Y | +512.2% | +1,099.7% | -587.6% | +97.1% |
| All | +10,549.7% | +1,578.1% | +8,971.5% | +3,687.0% |
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