+420.1%
CORZ vs CCJ
+111.6%
+308.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.4% | +0.7% | +7.6% | +7.9% |
| 30D | -17.8% | +6.9% | -24.7% | -21.4% |
| 3M | -35.9% | -11.6% | -24.3% | -30.8% |
| 6M | +12.9% | -16.2% | +29.2% | +24.0% |
| YTD | +22.9% | +10.1% | +12.8% | +13.6% |
| 1Y | +31.4% | +32.3% | -0.9% | +3.7% |
| All | +420.1% | +111.6% | +308.4% | +155.5% |
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