+7,860.6%
LLY vs CCJ
+1,583.6%
+6,276.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +2.3% | -11.6% | +13.9% | +3.2% |
| 6M | +14.9% | -16.2% | +31.1% | +16.2% |
| YTD | +7.5% | +10.1% | -2.6% | +5.2% |
| 1Y | +55.7% | +32.3% | +23.4% | +48.2% |
| 3Y | +110.6% | +171.3% | -60.7% | +81.3% |
| 5Y | +363.4% | +372.4% | -9.0% | +264.6% |
| 10Y | +1,649.0% | +1,070.0% | +578.9% | +1,060.4% |
| All | +7,860.6% | +1,583.6% | +6,276.9% | +5,077.8% |
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