+462.9%
META vs CCJ
+765.4%
-302.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | -13.0% | -13.2% | +0.2% | -10.6% |
| 3M | +7.9% | -27.6% | +35.6% | +14.5% |
| 6M | +4.2% | -38.7% | +42.9% | +13.7% |
| YTD | -2.5% | -22.7% | +20.2% | +0.4% |
| 1Y | +5.6% | -17.6% | +23.1% | +7.1% |
| 3Y | +96.8% | +62.7% | +34.1% | +65.7% |
| 5Y | +90.0% | +159.7% | -69.7% | +39.9% |
| All | +462.9% | +765.4% | -302.4% | +218.6% |
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