+31.4%
KORU vs CCJ
+496.3%
-465.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.8% |
| 7D | +24.3% | +5.9% | +18.4% | +19.7% |
| 30D | +37.3% | +4.7% | +32.6% | +33.9% |
| 3M | -32.8% | -3.3% | -29.5% | -28.0% |
| 6M | +36.9% | -7.0% | +43.9% | +61.0% |
| YTD | +162.6% | +11.5% | +151.2% | +188.1% |
| 1Y | +467.0% | +32.3% | +434.8% | +446.8% |
| 3Y | +522.4% | +176.8% | +345.5% | +275.2% |
| 5Y | +57.9% | +351.8% | -293.9% | -32.0% |
| 10Y | +70.8% | +1,080.5% | -1,009.8% | -63.6% |
| All | +31.4% | +496.3% | -465.0% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling