+513.6%
EWT vs CCJ
+1,065.5%
-551.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | -1.1% | -4.0% | +2.9% | -0.4% |
| 30D | +4.5% | -2.4% | +6.8% | +4.8% |
| 3M | +8.3% | -2.3% | +10.6% | +8.5% |
| 6M | +54.2% | -16.2% | +70.4% | +58.3% |
| YTD | +74.6% | +5.7% | +68.9% | +71.8% |
| 1Y | +84.9% | +21.3% | +63.6% | +76.3% |
| 3Y | +197.5% | +159.4% | +38.1% | +144.5% |
| 5Y | +150.6% | +300.7% | -150.1% | +86.6% |
| All | +513.6% | +1,065.5% | -551.9% | +292.2% |
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