+271.2%
EW vs CCJ
+765.4%
-494.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.5% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | +23.9% | -13.2% | +37.1% | +26.3% |
| 3M | +15.8% | -27.6% | +43.4% | +20.8% |
| 6M | +31.7% | -38.7% | +70.4% | +40.2% |
| YTD | +25.7% | -22.7% | +48.4% | +28.4% |
| 1Y | +24.4% | -17.6% | +42.0% | +25.7% |
| 3Y | +65.9% | +62.7% | +3.2% | +44.7% |
| 5Y | -7.6% | +159.7% | -167.4% | -27.6% |
| All | +271.2% | +765.4% | -494.1% | +122.2% |
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