+76.2%
O vs CCJ
+765.4%
-689.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | +7.1% | -13.2% | +20.3% | +8.3% |
| 3M | -5.2% | -27.6% | +22.4% | -2.8% |
| 6M | -1.8% | -38.7% | +36.9% | +2.0% |
| YTD | +9.1% | -22.7% | +31.8% | +10.1% |
| 1Y | +9.7% | -17.6% | +27.3% | +9.9% |
| 3Y | +39.1% | +62.7% | -23.5% | +25.2% |
| 5Y | +8.4% | +159.7% | -151.4% | -11.1% |
| All | +76.2% | +765.4% | -689.2% | +15.9% |
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