+68.4%
T vs CCJ
+1,078.9%
-1,010.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.7% |
| 7D | -3.1% | +4.2% | -7.3% | -3.3% |
| 30D | +4.6% | +3.2% | +1.4% | +4.3% |
| 3M | +12.2% | -1.8% | +14.0% | +12.2% |
| 6M | -6.5% | -13.5% | +7.1% | -6.0% |
| YTD | +4.9% | +9.7% | -4.9% | +3.4% |
| 1Y | -10.5% | +30.0% | -40.5% | -13.2% |
| 3Y | +104.6% | +172.6% | -68.0% | +82.2% |
| 5Y | +64.2% | +342.9% | -278.7% | +36.2% |
| 10Y | +68.4% | +1,099.7% | -1,031.3% | +25.4% |
| All | +68.4% | +1,078.9% | -1,010.4% | +25.4% |
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