+14,399.6%
COST vs CCJ
+1,604.2%
+12,795.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -3.2% | +5.9% | -9.1% | -3.8% |
| 30D | -4.0% | +4.7% | -8.7% | -4.5% |
| 3M | -6.5% | -3.3% | -3.2% | -6.4% |
| 6M | -8.5% | -7.0% | -1.5% | -8.6% |
| YTD | +6.0% | +11.5% | -5.4% | +3.4% |
| 1Y | -5.8% | +32.3% | -38.1% | -10.7% |
| 3Y | +71.8% | +176.8% | -105.0% | +45.9% |
| 5Y | +106.2% | +351.8% | -245.6% | +61.3% |
| 10Y | +602.0% | +1,080.5% | -478.5% | +363.1% |
| All | +14,399.6% | +1,604.2% | +12,795.4% | +10,040.5% |
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