+238.9%
CRM vs CCJ
+1,065.5%
-826.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -4.4% | -4.0% | -0.4% | -3.8% |
| 30D | +28.1% | -2.4% | +30.5% | +28.4% |
| 3M | +48.8% | -2.3% | +51.1% | +48.6% |
| 6M | +28.3% | -16.2% | +44.5% | +30.4% |
| YTD | -6.0% | +5.7% | -11.7% | -9.5% |
| 1Y | +1.4% | +21.3% | -19.8% | -6.1% |
| 3Y | +11.8% | +159.4% | -147.5% | -14.4% |
| 5Y | -2.0% | +300.7% | -302.7% | -33.2% |
| All | +238.9% | +1,065.5% | -826.6% | +93.9% |
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 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