-89.0%
OPEN vs CCJ
+618.2%
-707.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -3.0% |
| 7D | -15.0% | -0.8% | -14.2% | -14.5% |
| 30D | -40.2% | -13.2% | -27.0% | -36.6% |
| 3M | -67.4% | -27.6% | -39.8% | -62.5% |
| 6M | -74.0% | -38.7% | -35.3% | -67.9% |
| YTD | -79.6% | -22.7% | -56.9% | -77.8% |
| 1Y | -86.1% | -17.6% | -68.5% | -85.3% |
| 3Y | -41.4% | +62.7% | -104.1% | -59.3% |
| 5Y | -94.9% | +159.7% | -254.6% | -97.3% |
| All | -89.0% | +618.2% | -707.2% | -95.5% |
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