+427.3%
CSX vs CCJ
+808.7%
-381.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -4.0% |
| 7D | -5.5% | -7.3% | +1.8% | -4.5% |
| 30D | +4.9% | -20.0% | +24.9% | +8.4% |
| 3M | -2.9% | -23.8% | +21.0% | +0.9% |
| 6M | +8.3% | -42.4% | +50.7% | +17.0% |
| YTD | +36.7% | -22.1% | +58.8% | +39.3% |
| 1Y | +41.5% | -20.8% | +62.3% | +43.5% |
| 3Y | +68.6% | +75.7% | -7.1% | +40.7% |
| 5Y | +48.4% | +167.4% | -119.0% | +8.9% |
| All | +427.3% | +808.7% | -381.4% | +150.5% |
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 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