+572.1%
ON vs CCJ
+1,074.4%
-502.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.8% | -0.2% |
| 7D | -4.7% | -3.2% | -1.5% | -3.7% |
| 30D | -13.5% | -1.3% | -12.2% | -13.3% |
| 3M | -36.3% | +2.5% | -38.8% | -37.0% |
| 6M | +17.8% | -18.9% | +36.6% | +25.3% |
| YTD | +29.6% | +6.5% | +23.1% | +25.3% |
| 1Y | +45.8% | +22.8% | +23.0% | +31.4% |
| 3Y | -28.3% | +164.5% | -192.8% | -53.3% |
| 5Y | +49.6% | +303.7% | -254.1% | -19.5% |
| All | +572.1% | +1,074.4% | -502.3% | +160.5% |
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