+125.6%
EW vs CCJ
+1,078.9%
-953.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -5.1% | +4.2% | -9.3% | -5.7% |
| 30D | -6.4% | +3.2% | -9.5% | -6.9% |
| 3M | -1.6% | -1.8% | +0.3% | -1.6% |
| 6M | +2.3% | -13.5% | +15.8% | +3.6% |
| YTD | +1.1% | +9.7% | -8.7% | -1.5% |
| 1Y | +8.0% | +30.0% | -22.0% | +1.6% |
| 3Y | +16.3% | +172.6% | -156.2% | -5.6% |
| 5Y | -29.4% | +342.9% | -372.3% | -48.3% |
| 10Y | +125.6% | +1,099.7% | -974.1% | +47.1% |
| All | +125.6% | +1,078.9% | -953.3% | +47.1% |
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