+318.0%
CORZ vs CCJ
+50.8%
+267.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | +1.0% |
| 7D | +26.4% | +5.0% | +21.3% | +22.3% |
| 30D | -6.8% | -16.7% | +9.9% | +6.3% |
| 3M | -31.1% | -27.5% | -3.6% | -14.2% |
| 6M | -36.9% | -38.6% | +1.7% | -13.1% |
| YTD | -1.2% | -21.5% | +20.3% | +15.1% |
| 1Y | -12.5% | -22.3% | +9.8% | +2.7% |
| All | +318.0% | +50.8% | +267.2% | +158.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling