+241.9%
CORZ vs CCJ
+49.8%
+192.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.3% | -1.0% | +0.4% |
| 7D | -11.2% | -7.3% | -4.0% | -6.4% |
| 30D | -26.2% | -20.0% | -6.3% | -13.7% |
| 3M | -44.1% | -23.8% | -20.3% | -32.7% |
| 6M | -52.3% | -42.4% | -9.9% | -31.6% |
| YTD | -19.2% | -22.1% | +2.8% | -5.5% |
| 1Y | -42.9% | -20.8% | -22.1% | -33.7% |
| All | +241.9% | +49.8% | +192.1% | +112.5% |
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 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