+284.9%
IR vs CCJ
+993.1%
-708.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.9% |
| 7D | +0.6% | +5.9% | -5.3% | -0.7% |
| 30D | -13.6% | +4.7% | -18.3% | -14.7% |
| 3M | +3.7% | -3.3% | +7.0% | +4.0% |
| 6M | -13.1% | -7.0% | -6.0% | -12.6% |
| YTD | -5.1% | +11.5% | -16.6% | -9.1% |
| 1Y | -6.5% | +32.3% | -38.7% | -15.3% |
| 3Y | +8.5% | +176.8% | -168.3% | -21.2% |
| 5Y | +43.3% | +351.8% | -308.5% | -12.0% |
| All | +284.9% | +993.1% | -708.2% | +66.5% |
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