+209.4%
F vs CCJ
+1,091.6%
-882.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -1.8% |
| 7D | +1.6% | -7.3% | +8.8% | +3.3% |
| 30D | +2.6% | -20.0% | +22.6% | +8.0% |
| 3M | -8.8% | -23.8% | +15.0% | -3.1% |
| 6M | +4.6% | -42.4% | +47.0% | +18.2% |
| YTD | -1.9% | -22.1% | +20.2% | +1.6% |
| 1Y | -0.8% | -20.8% | +20.1% | +2.1% |
| 3Y | +43.5% | +75.7% | -32.3% | +13.5% |
| 5Y | -12.1% | +167.4% | -179.5% | -40.2% |
| 10Y | +83.6% | +826.3% | -742.7% | -18.5% |
| All | +209.4% | +1,091.6% | -882.2% | +25.9% |
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 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