+152.0%
GE vs CCJ
+765.4%
-613.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +8.1% | -13.2% | +21.3% | +11.3% |
| 3M | -7.9% | -27.6% | +19.8% | -1.5% |
| 6M | +12.9% | -38.7% | +51.6% | +24.5% |
| YTD | +8.2% | -22.7% | +30.9% | +12.2% |
| 1Y | +9.7% | -17.6% | +27.3% | +12.0% |
| 3Y | +266.1% | +62.7% | +203.4% | +206.0% |
| 5Y | +407.4% | +159.7% | +247.6% | +265.4% |
| All | +152.0% | +765.4% | -613.4% | +25.2% |
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