+486.6%
COR vs CCJ
+802.9%
-316.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.1% |
| 7D | +2.4% | +0.4% | +2.0% | +2.4% |
| 30D | +7.7% | -17.2% | +24.9% | +9.1% |
| 3M | +7.5% | -25.1% | +32.6% | +9.6% |
| 6M | +34.1% | -37.6% | +71.7% | +38.4% |
| YTD | +3.9% | -20.4% | +24.2% | +4.1% |
| 1Y | -3.6% | -22.5% | +18.9% | -3.3% |
| 3Y | +80.5% | +72.5% | +8.0% | +61.7% |
| 5Y | +194.9% | +179.9% | +15.0% | +142.0% |
| 10Y | +486.6% | +772.6% | -286.0% | +273.6% |
| All | +486.6% | +802.9% | -316.3% | +273.6% |
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