+1,006.2%
TER vs CCJ
+802.9%
+203.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.8% |
| 7D | -8.9% | +0.4% | -9.3% | -8.7% |
| 30D | -39.1% | -17.2% | -21.8% | -34.9% |
| 3M | -32.8% | -25.1% | -7.6% | -26.0% |
| 6M | -31.7% | -37.6% | +5.8% | -20.2% |
| YTD | +26.9% | -20.4% | +47.3% | +39.6% |
| 1Y | +33.6% | -22.5% | +56.1% | +48.0% |
| 3Y | +181.5% | +72.5% | +109.0% | +139.6% |
| 5Y | +76.1% | +179.9% | -103.7% | +27.3% |
| 10Y | +1,006.2% | +772.6% | +233.6% | +473.2% |
| All | +1,006.2% | +802.9% | +203.3% | +473.2% |
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