+209.8%
RF vs CCJ
+778.2%
-568.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | +0.3% |
| 7D | +0.4% | +5.0% | -4.7% | -0.7% |
| 30D | +5.6% | -16.7% | +22.2% | +9.3% |
| 3M | -8.9% | -27.5% | +18.7% | -3.1% |
| 6M | +7.1% | -38.6% | +45.7% | +17.1% |
| YTD | +8.3% | -21.5% | +29.9% | +10.7% |
| 1Y | +16.8% | -22.3% | +39.1% | +19.3% |
| 3Y | +115.0% | +69.9% | +45.1% | +71.3% |
| 5Y | +46.4% | +163.6% | -117.2% | -1.3% |
| All | +209.8% | +778.2% | -568.4% | +27.5% |
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