+4,536.8%
TER vs CCJ
+1,583.6%
+2,953.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -8.3% | +6.9% | -15.1% | -10.6% |
| 3M | -12.2% | -11.6% | -0.6% | -8.0% |
| 6M | +17.1% | -16.2% | +33.3% | +25.3% |
| YTD | +84.7% | +10.1% | +74.6% | +80.9% |
| 1Y | +199.9% | +32.3% | +167.7% | +171.3% |
| 3Y | +232.8% | +171.3% | +61.5% | +126.5% |
| 5Y | +198.6% | +372.4% | -173.8% | +59.2% |
| 10Y | +1,669.7% | +1,070.0% | +599.7% | +494.2% |
| All | +4,536.8% | +1,583.6% | +2,953.1% | +943.8% |
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