-70.0%
U vs CCJ
+172.2%
-242.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -2.6% |
| 7D | +32.3% | +2.7% | +29.6% | +30.2% |
| 30D | +9.7% | -14.4% | +24.1% | +17.1% |
| 3M | +19.6% | -22.6% | +42.2% | +32.5% |
| 6M | +82.6% | -35.4% | +118.1% | +117.5% |
| YTD | +16.4% | -17.6% | +34.1% | +22.2% |
| 1Y | +28.5% | -18.1% | +46.6% | +35.1% |
| 3Y | +103.8% | +79.6% | +24.2% | +23.2% |
| 5Y | -70.0% | +175.3% | -245.3% | -88.5% |
| All | -70.0% | +172.2% | -242.3% | -88.5% |
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