+490.1%
CSX vs CCJ
+1,044.2%
-554.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | -3.1% | +6.9% | -9.9% | -4.2% |
| 3M | +7.2% | -11.6% | +18.8% | +8.7% |
| 6M | +16.2% | -16.2% | +32.4% | +18.3% |
| YTD | +37.5% | +10.1% | +27.4% | +33.3% |
| 1Y | +53.2% | +32.3% | +21.0% | +42.3% |
| 3Y | +68.2% | +171.3% | -103.1% | +31.0% |
| 5Y | +65.2% | +372.4% | -307.2% | +8.8% |
| All | +490.1% | +1,044.2% | -554.1% | +188.1% |
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