+6,438.2%
EW vs CCJ
+7,115.9%
-677.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | +1.0% | +6.9% | -5.8% | +0.1% |
| 3M | +2.8% | -11.6% | +14.4% | +4.1% |
| 6M | +5.5% | -16.2% | +21.7% | +7.2% |
| YTD | +5.5% | +10.1% | -4.7% | +3.0% |
| 1Y | +11.0% | +32.3% | -21.2% | +5.0% |
| 3Y | +17.7% | +171.3% | -153.6% | -1.3% |
| 5Y | -25.7% | +372.4% | -398.1% | -43.5% |
| 10Y | +132.8% | +1,070.0% | -937.2% | +50.1% |
| All | +6,438.2% | +7,115.9% | -677.8% | +3,639.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling