+55.2%
T vs CCJ
+169.1%
-114.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +0.7% |
| 7D | +2.6% | +0.4% | +2.1% | +2.5% |
| 30D | -1.1% | -17.2% | +16.2% | -0.6% |
| 3M | -7.7% | -25.1% | +17.4% | -7.1% |
| 6M | -10.6% | -37.6% | +27.0% | -9.5% |
| YTD | -7.5% | -20.4% | +12.9% | -7.6% |
| 1Y | -7.4% | -22.5% | +15.1% | -7.5% |
| 3Y | +63.1% | +72.5% | -9.4% | +50.7% |
| 5Y | +55.2% | +179.9% | -124.7% | +31.4% |
| All | +55.2% | +169.1% | -114.0% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling