+13,273.9%
COR vs CCJ
+1,091.6%
+12,182.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.3% |
| 7D | +0.8% | -7.3% | +8.1% | +1.7% |
| 30D | +5.1% | -20.0% | +25.1% | +7.8% |
| 3M | +2.8% | -23.8% | +26.7% | +5.8% |
| 6M | +32.5% | -42.4% | +74.9% | +40.3% |
| YTD | -0.7% | -22.1% | +21.4% | +0.4% |
| 1Y | -6.7% | -20.8% | +14.1% | -6.1% |
| 3Y | +73.7% | +75.7% | -2.0% | +51.7% |
| 5Y | +177.9% | +167.4% | +10.4% | +121.8% |
| 10Y | +533.8% | +826.3% | -292.6% | +293.3% |
| All | +13,273.9% | +1,091.6% | +12,182.2% | +6,395.5% |
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