+272.5%
RF vs CCJ
+808.7%
-536.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.3% |
| 7D | -0.9% | -7.3% | +6.4% | +0.6% |
| 30D | +6.0% | -20.0% | +26.0% | +10.8% |
| 3M | -8.9% | -23.8% | +14.9% | -4.1% |
| 6M | +2.3% | -42.4% | +44.7% | +13.5% |
| YTD | +7.6% | -22.1% | +29.6% | +10.1% |
| 1Y | +21.2% | -20.8% | +42.0% | +23.3% |
| 3Y | +108.5% | +75.7% | +32.8% | +64.3% |
| 5Y | +43.2% | +167.4% | -124.2% | -4.2% |
| All | +272.5% | +808.7% | -536.2% | +48.9% |
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