+2,515.6%
GLW vs CCJ
+1,583.6%
+932.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | +0.7% | +3.0% | +3.5% |
| 30D | -1.3% | +6.9% | -8.2% | -3.2% |
| 3M | -21.8% | -11.6% | -10.2% | -18.9% |
| 6M | +6.9% | -16.2% | +23.1% | +13.1% |
| YTD | +77.2% | +10.1% | +67.0% | +74.2% |
| 1Y | +123.2% | +32.3% | +91.0% | +106.4% |
| 3Y | +400.0% | +171.3% | +228.7% | +266.3% |
| 5Y | +342.8% | +372.4% | -29.6% | +162.0% |
| 10Y | +771.4% | +1,070.0% | -298.6% | +253.5% |
| All | +2,515.6% | +1,583.6% | +932.0% | +821.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling