+683.8%
CTAS vs CCJ
+1,078.9%
-395.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +1.0% | +4.2% | -3.2% | +0.5% |
| 30D | -1.1% | +3.2% | -4.2% | -1.5% |
| 3M | +11.5% | -1.8% | +13.3% | +11.3% |
| 6M | +0.2% | -13.5% | +13.7% | +1.1% |
| YTD | +7.2% | +9.7% | -2.6% | +4.1% |
| 1Y | 0.0% | +30.0% | -30.0% | -6.2% |
| 3Y | +65.9% | +172.6% | -106.7% | +34.3% |
| 5Y | +109.6% | +342.9% | -233.4% | +51.4% |
| 10Y | +683.8% | +1,099.7% | -416.0% | +357.3% |
| All | +683.8% | +1,078.9% | -395.1% | +357.3% |
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