+818.4%
CTAS vs CCJ
+802.9%
+15.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.3% | +1.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +11.3% | -17.2% | +28.5% | +13.6% |
| 3M | +11.4% | -25.1% | +36.5% | +14.9% |
| 6M | +35.6% | -37.6% | +73.2% | +42.4% |
| YTD | +20.7% | -20.4% | +41.1% | +21.4% |
| 1Y | +22.8% | -22.5% | +45.4% | +23.8% |
| 3Y | +73.4% | +72.5% | +1.0% | +48.9% |
| 5Y | +117.6% | +179.9% | -62.3% | +66.9% |
| 10Y | +818.4% | +772.6% | +45.8% | +437.4% |
| All | +818.4% | +802.9% | +15.5% | +437.4% |
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