+173.6%
CCJ vs ETR
+151.3%
+22.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | +5.9% | +1.4% | +4.5% | +5.6% |
| 30D | +4.7% | +1.9% | +2.8% | +4.2% |
| 3M | -3.3% | +1.0% | -4.3% | -3.5% |
| 6M | -7.0% | +4.8% | -11.9% | -8.4% |
| YTD | +11.5% | +19.5% | -8.1% | +6.5% |
| 1Y | +32.3% | +28.1% | +4.2% | +24.0% |
| All | +173.6% | +151.3% | +22.3% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling