+5.0%
LVS vs CCJ
+159.0%
-154.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.9% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +10.0% | -13.2% | +23.2% | +12.4% |
| 3M | -11.0% | -27.6% | +16.6% | -6.3% |
| 6M | -20.1% | -38.7% | +18.6% | -13.9% |
| YTD | -36.3% | -22.7% | -13.7% | -35.1% |
| 1Y | -36.8% | -17.6% | -19.3% | -36.6% |
| 3Y | -9.5% | +62.7% | -72.2% | -26.8% |
| All | +5.0% | +159.0% | -154.0% | -28.2% |
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