+26.6%
CCJ vs ETR
+26.4%
+0.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.2% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | +3.2% | +2.0% | +1.1% | +2.6% |
| 3M | -1.8% | -1.7% | -0.1% | -1.3% |
| 6M | -13.5% | +3.6% | -17.1% | -15.1% |
| YTD | +9.7% | +18.0% | -8.3% | +4.2% |
| All | +26.6% | +26.4% | +0.2% | +16.9% |
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