+95.6%
F vs CCJ
+1,057.6%
-962.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +4.6% | +6.9% | -2.3% | +3.1% |
| 3M | -3.7% | -11.6% | +8.0% | -1.6% |
| 6M | +16.8% | -16.2% | +33.0% | +19.9% |
| YTD | +15.3% | +10.1% | +5.2% | +11.1% |
| 1Y | +31.0% | +32.3% | -1.3% | +19.6% |
| 3Y | +45.4% | +171.3% | -125.9% | +7.3% |
| 5Y | +54.7% | +372.4% | -317.7% | -4.0% |
| All | +95.6% | +1,057.6% | -962.0% | -2.5% |
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 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