+424.9%
MAR vs CCJ
+1,074.4%
-649.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.2% |
| 7D | -2.1% | -3.2% | +1.1% | -1.6% |
| 30D | -5.7% | -1.3% | -4.3% | -5.6% |
| 3M | -14.6% | +2.5% | -17.1% | -15.3% |
| 6M | +1.3% | -18.9% | +20.2% | +3.9% |
| YTD | +6.7% | +6.5% | +0.2% | +3.3% |
| 1Y | +26.4% | +22.8% | +3.6% | +17.4% |
| 3Y | +64.7% | +164.5% | -99.8% | +26.4% |
| 5Y | +153.1% | +303.7% | -150.7% | +71.1% |
| All | +424.9% | +1,074.4% | -649.5% | +171.7% |
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