+1,065.3%
CCJ vs ETR
+298.4%
+766.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.6% |
| 7D | -3.2% | -1.9% | -1.3% | -2.6% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | +2.5% | -3.7% | +6.2% | +3.6% |
| 6M | -18.9% | +2.1% | -21.0% | -19.6% |
| YTD | +6.5% | +16.5% | -10.0% | +1.6% |
| 1Y | +22.8% | +22.5% | +0.3% | +15.4% |
| 3Y | +164.5% | +144.7% | +19.8% | +103.2% |
| 5Y | +303.7% | +125.2% | +178.5% | +215.9% |
| All | +1,065.3% | +298.4% | +766.9% | +787.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling