+1,709.6%
KR vs CCJ
+1,528.1%
+181.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.1% |
| 7D | -2.7% | -3.2% | +0.5% | -2.4% |
| 30D | +1.9% | -1.3% | +3.3% | +2.0% |
| 3M | -11.0% | +2.5% | -13.6% | -11.4% |
| 6M | -20.2% | -18.9% | -1.3% | -19.4% |
| YTD | -7.3% | +6.5% | -13.8% | -8.8% |
| 1Y | -13.1% | +22.8% | -35.9% | -16.0% |
| 3Y | +29.7% | +164.5% | -134.8% | +14.7% |
| 5Y | +48.8% | +303.7% | -255.0% | +23.5% |
| 10Y | +122.8% | +1,064.0% | -941.2% | +57.7% |
| All | +1,709.6% | +1,528.1% | +181.5% | +1,043.6% |
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