+230.7%
GM vs CCJ
+249.9%
-19.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -2.0% |
| 7D | -1.1% | +4.2% | -5.3% | -2.1% |
| 30D | -4.6% | +3.2% | -7.8% | -5.5% |
| 3M | +0.2% | -1.8% | +2.0% | +0.3% |
| 6M | +12.6% | -13.5% | +26.2% | +15.1% |
| YTD | +3.7% | +9.7% | -6.1% | -0.8% |
| 1Y | +45.6% | +30.0% | +15.6% | +31.2% |
| 3Y | +162.0% | +172.6% | -10.6% | +83.4% |
| 5Y | +80.5% | +342.9% | -262.5% | +4.5% |
| 10Y | +231.3% | +1,099.7% | -868.4% | +24.6% |
| All | +230.7% | +249.9% | -19.2% | +54.0% |
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