+784.6%
T vs CCJ
+1,583.6%
-799.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +11.4% | +6.9% | +4.5% | +10.4% |
| 3M | +14.3% | -11.6% | +25.9% | +15.5% |
| 6M | -9.3% | -16.2% | +7.0% | -8.2% |
| YTD | +7.1% | +10.1% | -3.0% | +4.3% |
| 1Y | -9.1% | +32.3% | -41.4% | -14.2% |
| 3Y | +105.3% | +171.3% | -66.0% | +70.7% |
| 5Y | +66.8% | +372.4% | -305.6% | +23.9% |
| 10Y | +66.8% | +1,070.0% | -1,003.2% | +1.0% |
| All | +784.6% | +1,583.6% | -799.0% | +380.0% |
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