+196.2%
W vs CCJ
+354.7%
-158.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.8% | -3.1% |
| 7D | -3.6% | -7.3% | +3.7% | -0.8% |
| 30D | +7.0% | -20.0% | +26.9% | +16.2% |
| 3M | +7.4% | -23.8% | +31.2% | +18.5% |
| 6M | +69.3% | -42.4% | +111.7% | +106.8% |
| YTD | +11.3% | -22.1% | +33.4% | +19.2% |
| 1Y | +13.2% | -20.8% | +34.0% | +20.0% |
| 3Y | +142.0% | +75.7% | +66.3% | +80.7% |
| 5Y | -54.6% | +167.4% | -222.1% | -71.5% |
| 10Y | +243.7% | +826.3% | -582.6% | +27.0% |
| All | +196.2% | +354.7% | -158.5% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling