+152.0%
GE vs CCJ
+1,078.9%
-926.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | -1.2% | +4.2% | -5.4% | -2.1% |
| 30D | -11.3% | +3.2% | -14.4% | -12.0% |
| 3M | -1.4% | -1.8% | +0.4% | -1.4% |
| 6M | +1.2% | -13.5% | +14.8% | +3.4% |
| YTD | +5.9% | +9.7% | -3.8% | +2.1% |
| 1Y | +18.4% | +30.0% | -11.6% | +8.4% |
| 3Y | +271.0% | +172.6% | +98.4% | +177.5% |
| 5Y | +417.9% | +342.9% | +75.0% | +231.9% |
| 10Y | +152.0% | +1,099.7% | -947.8% | +24.5% |
| All | +152.0% | +1,078.9% | -926.9% | +24.5% |
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