+13.7%
O vs CCJ
+346.5%
-332.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -0.6% | +5.9% | -6.5% | -0.8% |
| 30D | -2.0% | +4.7% | -6.7% | -2.2% |
| 3M | +3.0% | -3.3% | +6.3% | +3.1% |
| 6M | -3.6% | -7.0% | +3.4% | -3.6% |
| YTD | +12.1% | +11.5% | +0.6% | +10.8% |
| 1Y | +8.9% | +32.3% | -23.4% | +6.2% |
| 3Y | +30.3% | +176.8% | -146.5% | +17.0% |
| 5Y | +13.7% | +351.8% | -338.1% | -5.2% |
| All | +13.7% | +346.5% | -332.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling