+151.2%
GE vs CCJ
+778.2%
-627.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.7% |
| 7D | +5.1% | +5.0% | +0.1% | +4.0% |
| 30D | +7.6% | -16.7% | +24.2% | +11.8% |
| 3M | -9.3% | -27.5% | +18.2% | -3.1% |
| 6M | +11.5% | -38.6% | +50.2% | +23.0% |
| YTD | +7.9% | -21.5% | +29.4% | +11.5% |
| 1Y | +7.6% | -22.3% | +30.0% | +11.3% |
| 3Y | +265.9% | +69.9% | +196.0% | +202.8% |
| 5Y | +405.9% | +163.6% | +242.3% | +263.2% |
| All | +151.2% | +778.2% | -627.0% | +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