+541.2%
LITE vs CCJ
+169.1%
+372.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.2% |
| 7D | -13.9% | +0.4% | -14.3% | -13.5% |
| 30D | -46.9% | -17.2% | -29.7% | -41.3% |
| 3M | -28.0% | -25.1% | -2.9% | -16.8% |
| 6M | -35.2% | -37.6% | +2.4% | -18.7% |
| YTD | +58.9% | -20.4% | +79.2% | +80.6% |
| 1Y | +125.3% | -22.5% | +147.8% | +160.3% |
| 3Y | +1,344.4% | +72.5% | +1,272.0% | +1,132.1% |
| 5Y | +541.2% | +179.9% | +361.3% | +357.5% |
| All | +541.2% | +169.1% | +372.0% | +357.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling