+13,169.2%
COR vs CCJ
+1,583.6%
+11,585.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.8% | +0.7% | +2.0% | +2.7% |
| 30D | +4.5% | +6.9% | -2.3% | +3.6% |
| 3M | +22.7% | -11.6% | +34.3% | +23.9% |
| 6M | -9.7% | -16.2% | +6.5% | -8.9% |
| YTD | -1.4% | +10.1% | -11.5% | -4.2% |
| 1Y | +13.9% | +32.3% | -18.3% | +7.2% |
| 3Y | +94.0% | +171.3% | -77.3% | +60.7% |
| 5Y | +184.0% | +372.4% | -188.4% | +110.2% |
| 10Y | +406.8% | +1,070.0% | -663.3% | +207.4% |
| All | +13,169.2% | +1,583.6% | +11,585.6% | +6,102.8% |
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 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