+294.9%
SCHW vs CCJ
+1,065.5%
-770.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -1.9% | -4.0% | +2.2% | -1.2% |
| 30D | -1.6% | -2.4% | +0.7% | -1.4% |
| 3M | +21.3% | -2.3% | +23.6% | +21.2% |
| 6M | +16.5% | -16.2% | +32.7% | +18.6% |
| YTD | +8.4% | +5.7% | +2.7% | +5.0% |
| 1Y | +15.6% | +21.3% | -5.6% | +7.8% |
| 3Y | +86.8% | +159.4% | -72.5% | +44.0% |
| 5Y | +60.5% | +300.7% | -240.1% | +8.4% |
| All | +294.9% | +1,065.5% | -770.6% | +104.1% |
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