+160.8%
EXC vs CCJ
+1,078.9%
-918.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.5% |
| 7D | +0.3% | +4.2% | -3.8% | +0.1% |
| 30D | -0.9% | +3.2% | -4.0% | -1.1% |
| 3M | -2.7% | -1.8% | -0.9% | -2.7% |
| 6M | -9.4% | -13.5% | +4.2% | -8.9% |
| YTD | +3.0% | +9.7% | -6.7% | +1.3% |
| 1Y | +5.1% | +30.0% | -24.9% | +1.5% |
| 3Y | +20.6% | +172.6% | -152.0% | +6.1% |
| 5Y | +45.7% | +342.9% | -297.2% | +18.8% |
| 10Y | +160.8% | +1,099.7% | -938.9% | +93.1% |
| All | +160.8% | +1,078.9% | -918.1% | +93.1% |
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