+372.0%
LLY vs CCJ
+369.1%
+2.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +0.7% | -2.9% | -2.2% |
| 30D | -1.6% | +6.9% | -8.5% | -2.0% |
| 3M | +2.3% | -11.6% | +13.9% | +2.9% |
| 6M | +14.9% | -16.2% | +31.1% | +15.7% |
| YTD | +7.5% | +10.1% | -2.6% | +5.9% |
| 1Y | +55.7% | +32.3% | +23.4% | +50.3% |
| 3Y | +110.6% | +171.3% | -60.7% | +86.9% |
| All | +372.0% | +369.1% | +2.9% | +290.3% |
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