-81.2%
PATH vs CCJ
+356.3%
-437.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.2% |
| 7D | -5.3% | -7.3% | +2.0% | -3.5% |
| 30D | -0.5% | -20.0% | +19.4% | +5.1% |
| 3M | -7.1% | -23.8% | +16.7% | -1.0% |
| 6M | +23.8% | -42.4% | +66.2% | +40.9% |
| YTD | -20.7% | -22.1% | +1.4% | -19.9% |
| 1Y | -8.1% | -20.8% | +12.8% | -7.6% |
| 3Y | -21.8% | +75.7% | -97.6% | -45.5% |
| 5Y | -76.8% | +167.4% | -244.3% | -87.3% |
| All | -81.2% | +356.3% | -437.4% | -89.9% |
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 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