-25.9%
CCJ vs ETR
+18.4%
-44.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.3% |
| 7D | -14.5% | +3.7% | -18.2% | -15.8% |
| 30D | -18.1% | +11.0% | -29.0% | -21.6% |
| 3M | -23.0% | +3.4% | -26.4% | -24.3% |
| 6M | -39.4% | -3.3% | -36.1% | -39.0% |
| YTD | -21.7% | +23.3% | -44.9% | -34.8% |
| 1Y | -25.9% | +19.2% | -45.1% | -36.1% |
| All | -25.9% | +18.4% | -44.3% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling