+281.8%
GE vs CCJ
+174.2%
+107.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +1.2% | +5.9% | -4.8% | 0.0% |
| 30D | -9.5% | +4.7% | -14.2% | -10.5% |
| 3M | +4.1% | -3.3% | +7.4% | +4.4% |
| 6M | +3.9% | -7.0% | +11.0% | +4.4% |
| YTD | +9.0% | +11.5% | -2.4% | +5.0% |
| 1Y | +21.9% | +32.3% | -10.3% | +11.8% |
| 3Y | +281.8% | +176.8% | +105.0% | +188.7% |
| All | +281.8% | +174.2% | +107.6% | +188.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling