+1,493.1%
LITE vs CCJ
+765.4%
+727.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -3.9% |
| 7D | +10.8% | -0.8% | +11.6% | +11.4% |
| 30D | -33.4% | -13.2% | -20.3% | -29.0% |
| 3M | -32.2% | -27.6% | -4.6% | -22.7% |
| 6M | -42.1% | -38.7% | -3.4% | -29.6% |
| YTD | +61.9% | -22.7% | +84.6% | +82.2% |
| 1Y | +163.0% | -17.6% | +180.6% | +191.5% |
| 3Y | +1,358.0% | +62.7% | +1,295.3% | +1,191.6% |
| 5Y | +549.9% | +159.7% | +390.2% | +385.6% |
| All | +1,493.1% | +765.4% | +727.7% | +602.4% |
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