+363.5%
SE vs CCJ
+716.5%
-353.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -20.9% | -13.2% | -7.7% | -17.5% |
| 3M | -38.9% | -27.6% | -11.2% | -32.6% |
| 6M | -19.4% | -38.7% | +19.3% | -6.9% |
| YTD | -40.9% | -22.7% | -18.2% | -37.8% |
| 1Y | -46.2% | -17.6% | -28.6% | -44.6% |
| 3Y | +63.7% | +62.7% | +1.0% | +25.4% |
| 5Y | -77.9% | +159.7% | -237.6% | -86.2% |
| All | +363.5% | +716.5% | -353.1% | +109.3% |
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