+585.7%
JPM vs CCJ
+1,074.4%
-488.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.2% |
| 7D | -2.3% | -3.2% | +0.8% | -1.8% |
| 30D | -2.3% | -1.3% | -1.0% | -2.3% |
| 3M | +14.9% | +2.5% | +12.4% | +14.0% |
| 6M | +23.6% | -18.9% | +42.5% | +26.7% |
| YTD | +11.3% | +6.5% | +4.8% | +8.3% |
| 1Y | +19.9% | +22.8% | -2.9% | +12.8% |
| 3Y | +162.6% | +164.5% | -1.9% | +108.4% |
| 5Y | +154.6% | +303.7% | -149.1% | +79.1% |
| All | +585.7% | +1,074.4% | -488.7% | +254.4% |
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