+417.5%
LIN vs CCJ
+808.7%
-391.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.5% | -1.7% |
| 7D | +0.2% | -7.3% | +7.5% | +1.1% |
| 30D | +6.5% | -20.0% | +26.4% | +9.3% |
| 3M | +5.5% | -23.8% | +29.3% | +8.8% |
| 6M | +3.3% | -42.4% | +45.7% | +10.1% |
| YTD | +22.0% | -22.1% | +44.1% | +23.5% |
| 1Y | +25.7% | -20.8% | +46.6% | +26.6% |
| 3Y | +36.2% | +75.7% | -39.5% | +16.5% |
| 5Y | +66.1% | +167.4% | -101.4% | +27.9% |
| All | +417.5% | +808.7% | -391.2% | +204.8% |
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