+498.8%
MAR vs CCJ
+765.4%
-266.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +13.8% | -13.2% | +27.0% | +16.3% |
| 3M | +20.3% | -27.6% | +47.9% | +26.4% |
| 6M | +21.3% | -38.7% | +60.0% | +30.5% |
| YTD | +37.2% | -22.7% | +59.9% | +39.7% |
| 1Y | +48.4% | -17.6% | +66.0% | +49.0% |
| 3Y | +120.1% | +62.7% | +57.4% | +83.9% |
| 5Y | +182.1% | +159.7% | +22.3% | +105.9% |
| All | +498.8% | +765.4% | -266.6% | +206.9% |
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