+3,341.9%
O vs CCJ
+1,099.6%
+2,242.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -0.4% | +5.0% | -5.5% | -1.1% |
| 30D | +8.3% | -16.7% | +25.0% | +10.8% |
| 3M | -4.0% | -27.5% | +23.5% | 0.0% |
| 6M | -2.6% | -38.6% | +36.0% | +3.2% |
| YTD | +9.9% | -21.5% | +31.4% | +11.4% |
| 1Y | +9.8% | -22.3% | +32.1% | +11.3% |
| 3Y | +39.7% | +69.9% | -30.2% | +20.5% |
| 5Y | +9.2% | +163.6% | -154.4% | -15.4% |
| 10Y | +81.5% | +782.3% | -700.7% | +5.2% |
| All | +3,341.9% | +1,099.6% | +2,242.3% | +1,902.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling