+69.0%
F vs CCJ
+785.0%
-716.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -2.1% | +3.7% | -5.8% | -3.0% |
| 30D | +3.3% | -13.7% | +17.0% | +6.2% |
| 3M | -11.3% | -24.7% | +13.4% | -6.3% |
| 6M | +5.3% | -38.1% | +43.5% | +15.3% |
| YTD | -2.2% | -18.8% | +16.5% | -0.1% |
| 1Y | -3.5% | -19.5% | +16.0% | -1.5% |
| 3Y | +49.5% | +75.9% | -26.4% | +20.6% |
| 5Y | -13.5% | +173.1% | -186.6% | -40.0% |
| 10Y | +69.0% | +813.5% | -744.5% | -27.9% |
| All | +69.0% | +785.0% | -716.0% | -27.9% |
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