+3,423.1%
O vs CCJ
+1,583.6%
+1,839.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | +0.7% | -1.5% | -0.9% |
| 30D | -1.9% | +6.9% | -8.7% | -2.9% |
| 3M | +3.8% | -11.6% | +15.5% | +5.1% |
| 6M | -4.7% | -16.2% | +11.5% | -3.4% |
| YTD | +12.5% | +10.1% | +2.4% | +9.1% |
| 1Y | +10.8% | +32.3% | -21.4% | +3.5% |
| 3Y | +28.8% | +171.3% | -142.5% | +3.8% |
| 5Y | +13.2% | +372.4% | -359.2% | -20.0% |
| 10Y | +53.5% | +1,070.0% | -1,016.6% | -14.2% |
| All | +3,423.1% | +1,583.6% | +1,839.5% | +1,861.6% |
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 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