+124.5%
COST vs CCJ
+159.0%
-34.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | +5.0% | -0.8% | +5.8% | +5.0% |
| 30D | +12.8% | -13.2% | +26.0% | +14.0% |
| 3M | +15.2% | -27.6% | +42.8% | +18.0% |
| 6M | +7.4% | -38.7% | +46.1% | +11.5% |
| YTD | +29.0% | -22.7% | +51.7% | +29.5% |
| 1Y | +20.3% | -17.6% | +37.9% | +19.6% |
| 3Y | +99.0% | +62.7% | +36.3% | +71.8% |
| All | +124.5% | +159.0% | -34.5% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling