+161.8%
W vs CCJ
+1,097.2%
-935.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +6.5% | +5.9% | +0.6% | +4.1% |
| 30D | -6.2% | +4.7% | -10.9% | -8.1% |
| 3M | +48.9% | -3.3% | +52.2% | +50.4% |
| 6M | +31.2% | -7.0% | +38.2% | +32.7% |
| YTD | -0.4% | +11.5% | -11.9% | -6.9% |
| 1Y | +14.8% | +32.3% | -17.4% | -0.2% |
| 3Y | +40.5% | +176.8% | -136.3% | -13.9% |
| 5Y | -62.1% | +351.8% | -413.9% | -81.0% |
| All | +161.8% | +1,097.2% | -935.4% | -12.1% |
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