+502.1%
KORU vs CCJ
+172.7%
+329.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.8% |
| 7D | +20.1% | +4.2% | +15.9% | +15.8% |
| 30D | +47.5% | +3.2% | +44.3% | +44.1% |
| 3M | -30.1% | -1.8% | -28.2% | -25.3% |
| 6M | +20.1% | -13.5% | +33.7% | +50.6% |
| YTD | +166.6% | +9.7% | +156.8% | +207.5% |
| 1Y | +458.9% | +30.0% | +428.9% | +474.3% |
| All | +502.1% | +172.7% | +329.5% | +328.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling