+67.8%
CSX vs CCJ
+369.1%
-301.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | +7.2% | -11.6% | +18.8% | +8.2% |
| 6M | +16.2% | -16.2% | +32.4% | +17.5% |
| YTD | +37.5% | +10.1% | +27.4% | +35.1% |
| 1Y | +53.2% | +32.3% | +21.0% | +46.8% |
| 3Y | +68.2% | +171.3% | -103.1% | +43.2% |
| All | +67.8% | +369.1% | -301.3% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling