+416.4%
CSX vs CCJ
+785.0%
-368.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.3% |
| 7D | -0.3% | +3.7% | -4.0% | -0.9% |
| 30D | +8.7% | -13.7% | +22.4% | +10.9% |
| 3M | +4.2% | -24.7% | +28.9% | +8.4% |
| 6M | +16.7% | -38.1% | +54.8% | +24.6% |
| YTD | +44.5% | -18.8% | +63.2% | +46.2% |
| 1Y | +50.3% | -19.5% | +69.8% | +52.0% |
| 3Y | +76.3% | +75.9% | +0.4% | +47.5% |
| 5Y | +58.1% | +173.1% | -115.0% | +16.0% |
| 10Y | +416.4% | +813.5% | -397.1% | +141.1% |
| All | +416.4% | +785.0% | -368.6% | +141.1% |
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