+99.0%
COST vs CCJ
+67.4%
+31.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.3% |
| 7D | +5.0% | -0.8% | +5.8% | +5.0% |
| 30D | +12.8% | -13.2% | +26.0% | +13.1% |
| 3M | +15.2% | -27.6% | +42.8% | +16.1% |
| 6M | +7.4% | -38.7% | +46.1% | +8.9% |
| YTD | +29.0% | -22.7% | +51.7% | +28.6% |
| 1Y | +20.3% | -17.6% | +37.9% | +19.3% |
| 3Y | +99.0% | +62.7% | +36.3% | +75.7% |
| All | +99.0% | +67.4% | +31.6% | +75.7% |
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 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