-17.6%
CCJ vs ETR
+19.3%
-36.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -13.2% | +7.0% | -20.2% | -15.4% |
| 3M | -27.6% | +4.6% | -32.2% | -29.1% |
| 6M | -38.7% | +0.1% | -38.8% | -39.1% |
| YTD | -22.7% | +23.2% | -45.9% | -33.2% |
| 1Y | -17.6% | +20.6% | -38.2% | -27.6% |
| All | -17.6% | +19.3% | -36.9% | -27.6% |
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