+50.0%
LULU vs CCJ
+1,065.5%
-1,015.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.3% |
| 7D | -1.6% | -4.0% | +2.4% | -0.9% |
| 30D | -18.1% | -2.4% | -15.7% | -17.9% |
| 3M | -18.8% | -2.3% | -16.5% | -18.8% |
| 6M | -39.2% | -16.2% | -23.0% | -37.9% |
| YTD | -52.4% | +5.7% | -58.0% | -53.7% |
| 1Y | -40.3% | +21.3% | -61.6% | -44.2% |
| 3Y | -75.1% | +159.4% | -234.5% | -80.7% |
| 5Y | -76.7% | +300.7% | -377.4% | -84.0% |
| All | +50.0% | +1,065.5% | -1,015.5% | -24.7% |
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