+227.1%
LOW vs CCJ
+1,074.4%
-847.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.6% |
| 7D | -2.6% | -3.2% | +0.6% | -2.2% |
| 30D | -11.1% | -1.3% | -9.8% | -11.1% |
| 3M | -8.5% | +2.5% | -11.0% | -9.1% |
| 6M | -20.8% | -18.9% | -2.0% | -19.2% |
| YTD | -17.2% | +6.5% | -23.7% | -19.1% |
| 1Y | -24.7% | +22.8% | -47.6% | -28.6% |
| 3Y | -9.7% | +164.5% | -174.2% | -27.1% |
| 5Y | +6.0% | +303.7% | -297.7% | -23.6% |
| All | +227.1% | +1,074.4% | -847.3% | +69.3% |
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 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