+217.0%
W vs CCJ
+802.9%
-585.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -2.4% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +6.4% | -17.2% | +23.7% | +14.6% |
| 3M | +9.0% | -25.1% | +34.1% | +21.6% |
| 6M | +69.8% | -37.6% | +107.4% | +103.0% |
| YTD | +12.1% | -20.4% | +32.4% | +19.3% |
| 1Y | 0.0% | -22.5% | +22.5% | +7.1% |
| 3Y | +160.3% | +72.5% | +87.9% | +92.3% |
| 5Y | -53.3% | +179.9% | -233.2% | -72.1% |
| 10Y | +217.0% | +772.6% | -555.6% | +7.7% |
| All | +217.0% | +802.9% | -585.9% | +7.7% |
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