+54.6%
TER vs CCJ
+163.1%
-108.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.8% | +0.7% |
| 7D | -20.5% | -7.3% | -13.2% | -17.7% |
| 30D | -47.0% | -20.0% | -27.1% | -41.6% |
| 3M | -43.3% | -23.8% | -19.4% | -36.5% |
| 6M | -42.9% | -42.4% | -0.5% | -28.3% |
| YTD | +12.9% | -22.1% | +34.9% | +28.4% |
| 1Y | +18.2% | -20.8% | +39.0% | +33.8% |
| 3Y | +151.8% | +75.7% | +76.0% | +100.5% |
| All | +54.6% | +163.1% | -108.5% | -3.0% |
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 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