+995.4%
TER vs CCJ
+765.4%
+230.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.9% |
| 7D | +14.4% | -0.8% | +15.2% | +14.9% |
| 30D | -30.6% | -13.2% | -17.4% | -26.9% |
| 3M | -39.2% | -27.6% | -11.5% | -32.3% |
| 6M | -31.3% | -38.7% | +7.4% | -19.1% |
| YTD | +29.1% | -22.7% | +51.8% | +43.5% |
| 1Y | +47.4% | -17.6% | +65.0% | +61.1% |
| 3Y | +191.2% | +62.7% | +128.5% | +152.2% |
| 5Y | +74.0% | +159.7% | -85.7% | +28.2% |
| All | +995.4% | +765.4% | +230.1% | +454.2% |
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