+92.7%
USB vs CCJ
+770.8%
-678.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | -1.4% |
| 7D | -1.5% | -18.2% | +16.7% | +1.4% |
| 30D | +4.3% | -26.5% | +30.8% | +8.9% |
| 3M | -6.1% | -27.5% | +21.4% | -1.9% |
| 6M | +9.4% | -40.3% | +49.7% | +17.0% |
| YTD | +15.2% | -25.3% | +40.5% | +18.0% |
| 1Y | +32.8% | -28.1% | +60.9% | +36.5% |
| 3Y | +91.3% | +63.8% | +27.5% | +65.3% |
| 5Y | +22.7% | +156.3% | -133.6% | -4.8% |
| All | +92.7% | +770.8% | -678.1% | +10.5% |
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 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