+1,377.3%
EXC vs CCJ
+1,583.6%
-206.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -3.7% | +6.9% | -10.6% | -4.7% |
| 3M | -1.3% | -11.6% | +10.4% | -0.1% |
| 6M | -9.7% | -16.2% | +6.5% | -8.6% |
| YTD | +2.9% | +10.1% | -7.2% | -0.3% |
| 1Y | +4.4% | +32.3% | -27.9% | -2.5% |
| 3Y | +22.2% | +171.3% | -149.1% | -1.4% |
| 5Y | +46.7% | +372.4% | -325.7% | +4.0% |
| 10Y | +155.3% | +1,070.0% | -914.7% | +42.2% |
| All | +1,377.3% | +1,583.6% | -206.3% | +646.5% |
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