+606.1%
COST vs CCJ
+1,065.5%
-459.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | -1.2% | -4.0% | +2.8% | -0.9% |
| 30D | -4.7% | -2.4% | -2.3% | -4.6% |
| 3M | -7.1% | -2.3% | -4.8% | -7.1% |
| 6M | -8.5% | -16.2% | +7.7% | -7.7% |
| YTD | +5.4% | +5.7% | -0.3% | +3.7% |
| 1Y | -5.6% | +21.3% | -26.9% | -9.0% |
| 3Y | +68.5% | +159.4% | -90.9% | +46.7% |
| 5Y | +105.2% | +300.7% | -195.4% | +67.7% |
| All | +606.1% | +1,065.5% | -459.4% | +403.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling