+231.7%
RF vs CCJ
+785.0%
-553.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | -1.3% | +3.7% | -5.0% | -2.1% |
| 30D | +4.6% | -13.7% | +18.3% | +7.6% |
| 3M | -8.4% | -24.7% | +16.3% | -3.4% |
| 6M | +8.9% | -38.1% | +47.0% | +18.9% |
| YTD | +8.8% | -18.8% | +27.6% | +10.4% |
| 1Y | +18.9% | -19.5% | +38.4% | +20.6% |
| 3Y | +116.0% | +75.9% | +40.1% | +70.7% |
| 5Y | +46.0% | +173.1% | -127.1% | -2.4% |
| 10Y | +231.7% | +813.5% | -581.7% | +31.7% |
| All | +231.7% | +785.0% | -553.3% | +31.7% |
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