+672.7%
T vs CCJ
+1,099.6%
-426.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.1% | 0.0% |
| 7D | +1.6% | +5.0% | -3.4% | +1.0% |
| 30D | -2.9% | -16.7% | +13.7% | -1.1% |
| 3M | -7.5% | -27.5% | +20.0% | -4.4% |
| 6M | -9.9% | -38.6% | +28.7% | -5.4% |
| YTD | -6.4% | -21.5% | +15.1% | -5.6% |
| 1Y | -9.4% | -22.3% | +12.9% | -8.6% |
| 3Y | +64.9% | +69.9% | -5.0% | +44.9% |
| 5Y | +57.0% | +163.6% | -106.6% | +25.9% |
| 10Y | +60.8% | +782.3% | -721.4% | +0.2% |
| All | +672.7% | +1,099.6% | -426.9% | +334.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling