+243.8%
HPQ vs CCJ
+1,065.5%
-821.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.8% | +9.2% | +8.5% |
| 7D | +9.8% | -4.0% | +13.8% | +10.5% |
| 30D | +22.4% | -2.4% | +24.7% | +22.6% |
| 3M | +45.2% | -2.3% | +47.5% | +45.0% |
| 6M | +96.4% | -16.2% | +112.6% | +99.9% |
| YTD | +65.4% | +5.7% | +59.7% | +59.0% |
| 1Y | +31.6% | +21.3% | +10.3% | +21.6% |
| 3Y | +37.0% | +159.4% | -122.4% | +3.2% |
| 5Y | +53.0% | +300.7% | -247.7% | +0.4% |
| All | +243.8% | +1,065.5% | -821.7% | +68.6% |
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 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