+546.8%
ON vs CCJ
+778.2%
-231.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +1.3% |
| 7D | +17.0% | +5.0% | +12.0% | +15.1% |
| 30D | -3.9% | -16.7% | +12.8% | +2.4% |
| 3M | -11.5% | -27.5% | +16.0% | -1.6% |
| 6M | -29.2% | -38.6% | +9.4% | -16.7% |
| YTD | +36.2% | -21.5% | +57.7% | +45.9% |
| 1Y | +49.6% | -22.3% | +72.0% | +60.2% |
| 3Y | +9.4% | +69.9% | -60.5% | -17.2% |
| 5Y | +25.8% | +163.6% | -137.8% | -22.4% |
| All | +546.8% | +778.2% | -231.5% | +131.1% |
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