+1,545.2%
LLY vs CCJ
+1,070.5%
+474.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | -3.1% | +5.9% | -9.0% | -3.4% |
| 30D | -5.1% | +4.7% | -9.8% | -5.4% |
| 3M | -2.1% | -3.3% | +1.2% | -2.0% |
| 6M | +13.8% | -7.0% | +20.9% | +14.0% |
| YTD | +5.1% | +11.5% | -6.4% | +3.7% |
| 1Y | +53.1% | +32.3% | +20.8% | +48.6% |
| 3Y | +95.6% | +176.8% | -81.2% | +77.8% |
| 5Y | +361.5% | +351.8% | +9.7% | +300.3% |
| 10Y | +1,545.2% | +1,080.5% | +464.7% | +1,192.4% |
| All | +1,545.2% | +1,070.5% | +474.7% | +1,192.4% |
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