-3.8%
LVS vs CCJ
+1,074.4%
-1,078.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.1% |
| 7D | -4.3% | -3.2% | -1.1% | -3.7% |
| 30D | -6.8% | -1.3% | -5.5% | -6.7% |
| 3M | -15.6% | +2.5% | -18.1% | -16.4% |
| 6M | -20.6% | -18.9% | -1.7% | -18.3% |
| YTD | -33.4% | +6.5% | -39.9% | -35.7% |
| 1Y | -20.1% | +22.8% | -43.0% | -26.3% |
| 3Y | -7.4% | +164.5% | -171.9% | -31.1% |
| 5Y | +8.5% | +303.7% | -295.2% | -30.1% |
| All | -3.8% | +1,074.4% | -1,078.2% | -49.7% |
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