+66.1%
T vs CCJ
+346.5%
-280.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -1.5% | +5.9% | -7.5% | -1.7% |
| 30D | +7.6% | +4.7% | +2.9% | +7.4% |
| 3M | +15.3% | -3.3% | +18.6% | +15.4% |
| 6M | -8.5% | -7.0% | -1.4% | -8.4% |
| YTD | +6.8% | +11.5% | -4.7% | +5.8% |
| 1Y | -7.2% | +32.3% | -39.5% | -9.0% |
| 3Y | +108.2% | +176.8% | -68.6% | +90.1% |
| 5Y | +66.1% | +351.8% | -285.7% | +43.1% |
| All | +66.1% | +346.5% | -280.5% | +43.1% |
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 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