+605.8%
MSCI vs CCJ
+1,070.5%
-464.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -4.0% |
| 7D | -2.1% | +5.9% | -8.0% | -3.0% |
| 30D | -1.7% | +4.7% | -6.4% | -2.6% |
| 3M | -8.2% | -3.3% | -4.9% | -8.2% |
| 6M | -2.4% | -7.0% | +4.6% | -2.6% |
| YTD | -2.8% | +11.5% | -14.3% | -6.5% |
| 1Y | -2.7% | +32.3% | -34.9% | -9.9% |
| 3Y | +7.3% | +176.8% | -169.5% | -17.0% |
| 5Y | -11.4% | +351.8% | -363.2% | -40.0% |
| 10Y | +605.8% | +1,080.5% | -474.7% | +277.2% |
| All | +605.8% | +1,070.5% | -464.7% | +277.2% |
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 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