+593.7%
XYZ vs CCJ
+1,044.2%
-450.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -1.7% | +6.9% | -8.6% | -4.2% |
| 3M | +16.7% | -11.6% | +28.4% | +21.2% |
| 6M | +26.9% | -16.2% | +43.1% | +32.5% |
| YTD | +27.1% | +10.1% | +17.0% | +18.9% |
| 1Y | +9.3% | +32.3% | -23.0% | -7.1% |
| 3Y | +42.3% | +171.3% | -129.0% | -14.2% |
| 5Y | -69.3% | +372.4% | -441.7% | -85.3% |
| All | +593.7% | +1,044.2% | -450.5% | +120.6% |
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