+492.2%
COR vs CCJ
+765.4%
-273.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.4% | +3.1% |
| 7D | +7.8% | -0.8% | +8.6% | +7.9% |
| 30D | +7.0% | -13.2% | +20.2% | +8.0% |
| 3M | +16.3% | -27.6% | +43.9% | +18.8% |
| 6M | +41.3% | -38.7% | +80.0% | +45.9% |
| YTD | +7.1% | -22.7% | +29.8% | +7.6% |
| 1Y | -0.8% | -17.6% | +16.8% | -1.0% |
| 3Y | +85.0% | +62.7% | +22.3% | +66.8% |
| 5Y | +203.9% | +159.7% | +44.1% | +151.6% |
| All | +492.2% | +765.4% | -273.2% | +282.8% |
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