+382.5%
GLW vs CCJ
+346.5%
+36.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.3% | +7.2% |
| 7D | +14.0% | +5.9% | +8.1% | +12.3% |
| 30D | +0.4% | +4.7% | -4.3% | -0.9% |
| 3M | -11.3% | -3.3% | -8.0% | -10.6% |
| 6M | +35.1% | -7.0% | +42.1% | +38.4% |
| YTD | +90.5% | +11.5% | +79.1% | +89.3% |
| 1Y | +132.0% | +32.3% | +99.8% | +122.3% |
| 3Y | +463.3% | +176.8% | +286.5% | +364.0% |
| 5Y | +382.5% | +351.8% | +30.7% | +267.2% |
| All | +382.5% | +346.5% | +36.0% | +267.2% |
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 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