+4,390.2%
LIN vs CCJ
+1,042.0%
+3,348.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | +0.3% |
| 7D | +3.6% | -18.2% | +21.8% | +7.8% |
| 30D | +6.4% | -26.5% | +32.9% | +13.1% |
| 3M | +6.5% | -27.5% | +34.0% | +13.1% |
| 6M | +4.9% | -40.3% | +45.2% | +15.1% |
| YTD | +23.4% | -25.3% | +48.8% | +27.2% |
| 1Y | +26.3% | -28.1% | +54.4% | +30.7% |
| 3Y | +38.0% | +63.8% | -25.8% | +12.0% |
| 5Y | +68.0% | +156.3% | -88.3% | +16.8% |
| 10Y | +437.1% | +787.8% | -350.6% | +143.2% |
| All | +4,390.2% | +1,042.0% | +3,348.2% | +1,482.6% |
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