+224.3%
CTVA vs CCJ
+912.9%
-688.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.4% |
| 7D | -2.1% | +5.9% | -8.0% | -3.1% |
| 30D | +12.0% | +4.7% | +7.3% | +11.0% |
| 3M | +13.5% | -3.3% | +16.8% | +13.6% |
| 6M | +12.1% | -7.0% | +19.1% | +12.0% |
| YTD | +29.0% | +11.5% | +17.6% | +24.1% |
| 1Y | +18.9% | +32.3% | -13.4% | +9.1% |
| 3Y | +78.9% | +176.8% | -98.0% | +35.0% |
| 5Y | +105.2% | +351.8% | -246.5% | +32.8% |
| All | +224.3% | +912.9% | -688.6% | +41.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling