+256.9%
HL vs CCJ
+1,065.5%
-808.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -4.4% | -4.0% | -0.3% | -2.6% |
| 30D | +9.3% | -2.4% | +11.7% | +10.4% |
| 3M | +32.0% | -2.3% | +34.3% | +33.7% |
| 6M | -6.4% | -16.2% | +9.8% | +1.8% |
| YTD | +3.1% | +5.7% | -2.5% | +2.3% |
| 1Y | +77.6% | +21.3% | +56.3% | +64.0% |
| 3Y | +392.8% | +159.4% | +233.4% | +219.5% |
| 5Y | +234.1% | +300.7% | -66.5% | +73.2% |
| All | +256.9% | +1,065.5% | -808.6% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling