+133.4%
KR vs CCJ
+1,065.5%
-932.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | -0.2% | -4.0% | +3.9% | 0.0% |
| 30D | +5.1% | -2.4% | +7.4% | +5.1% |
| 3M | -8.2% | -2.3% | -5.8% | -8.1% |
| 6M | -18.0% | -16.2% | -1.8% | -17.7% |
| YTD | -4.8% | +5.7% | -10.4% | -5.7% |
| 1Y | -11.0% | +21.3% | -32.3% | -12.8% |
| 3Y | +37.7% | +159.4% | -121.7% | +27.3% |
| 5Y | +52.8% | +300.7% | -247.9% | +35.0% |
| All | +133.4% | +1,065.5% | -932.1% | +63.1% |
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