+35.4%
GLW vs CCJ
-22.7%
+58.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +2.0% |
| 7D | +15.5% | +5.0% | +10.5% | +11.3% |
| 30D | -19.6% | -16.7% | -2.9% | -7.0% |
| 3M | -28.5% | -27.5% | -1.0% | -8.2% |
| 6M | -39.5% | -38.6% | -0.9% | -12.5% |
| YTD | +37.2% | -21.5% | +58.7% | +65.1% |
| 1Y | +35.4% | -22.3% | +57.7% | +64.6% |
| All | +35.4% | -22.7% | +58.1% | +64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling