+553.4%
SE vs CCJ
+1,016.1%
-462.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.1% |
| 7D | -5.2% | -4.0% | -1.2% | -4.0% |
| 30D | -17.1% | -2.4% | -14.7% | -16.6% |
| 3M | +24.0% | -2.3% | +26.3% | +24.3% |
| 6M | +21.0% | -16.2% | +37.2% | +26.3% |
| YTD | -16.7% | +5.7% | -22.4% | -20.2% |
| 1Y | -45.9% | +21.3% | -67.2% | -51.6% |
| 3Y | +177.8% | +159.4% | +18.4% | +82.6% |
| 5Y | -67.4% | +300.7% | -368.0% | -82.0% |
| All | +553.4% | +1,016.1% | -462.7% | +168.2% |
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 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