+358.1%
RF vs CCJ
+1,583.6%
-1,225.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -3.6% | +6.9% | -10.5% | -5.5% |
| 3M | +8.1% | -11.6% | +19.7% | +10.5% |
| 6M | +11.5% | -16.2% | +27.7% | +14.5% |
| YTD | +15.6% | +10.1% | +5.5% | +9.6% |
| 1Y | +15.7% | +32.3% | -16.6% | +2.6% |
| 3Y | +86.9% | +171.3% | -84.4% | +28.4% |
| 5Y | +89.8% | +372.4% | -282.6% | +4.8% |
| 10Y | +344.7% | +1,070.0% | -725.3% | +69.8% |
| All | +358.1% | +1,583.6% | -1,225.5% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling