+184.3%
COR vs CCJ
+157.5%
+26.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -1.9% |
| 7D | +0.8% | -7.3% | +8.1% | +1.0% |
| 30D | +5.1% | -20.0% | +25.1% | +5.7% |
| 3M | +2.8% | -23.8% | +26.7% | +3.5% |
| 6M | +32.5% | -42.4% | +74.9% | +34.6% |
| YTD | -0.7% | -22.1% | +21.4% | -0.8% |
| 1Y | -6.7% | -20.8% | +14.1% | -7.0% |
| 3Y | +73.7% | +75.7% | -2.0% | +59.3% |
| All | +184.3% | +157.5% | +26.8% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling