+436.7%
GE vs CCJ
+346.5%
+90.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +1.2% | +5.9% | -4.8% | -0.1% |
| 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% | +4.9% |
| 1Y | +21.9% | +32.3% | -10.3% | +11.6% |
| 3Y | +281.8% | +176.8% | +105.0% | +186.6% |
| 5Y | +436.7% | +351.8% | +84.9% | +255.9% |
| All | +436.7% | +346.5% | +90.2% | +255.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling