+236.1%
EW vs CCJ
+802.9%
-566.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | +9.3% | +0.4% | +8.8% | +9.1% |
| 30D | +22.1% | -17.2% | +39.3% | +25.2% |
| 3M | +13.0% | -25.1% | +38.1% | +17.4% |
| 6M | +30.1% | -37.6% | +67.7% | +38.1% |
| YTD | +22.0% | -20.4% | +42.4% | +24.1% |
| 1Y | +23.7% | -22.5% | +46.2% | +26.1% |
| 3Y | +62.0% | +72.5% | -10.5% | +40.1% |
| 5Y | -12.4% | +179.9% | -192.3% | -32.1% |
| 10Y | +236.1% | +772.6% | -536.5% | +102.2% |
| All | +236.1% | +802.9% | -566.8% | +102.2% |
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