-37.8%
U vs CCJ
+840.0%
-877.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +4.4% | +4.2% | +0.2% | +2.7% |
| 30D | -1.3% | +3.2% | -4.5% | -2.8% |
| 3M | +49.6% | -1.8% | +51.4% | +49.9% |
| 6M | +100.2% | -13.5% | +113.7% | +107.9% |
| YTD | -3.7% | +9.7% | -13.4% | -9.0% |
| 1Y | -6.5% | +30.0% | -36.5% | -19.7% |
| 3Y | +12.9% | +172.6% | -159.7% | -34.4% |
| 5Y | -68.3% | +342.9% | -411.2% | -85.3% |
| All | -37.8% | +840.0% | -877.7% | -72.2% |
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