+62.7%
CCJ vs ETR
+155.2%
-92.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | -13.2% | +7.0% | -20.2% | -14.6% |
| 3M | -27.6% | +4.6% | -32.2% | -28.5% |
| 6M | -38.7% | +0.1% | -38.8% | -38.9% |
| YTD | -22.7% | +23.2% | -45.9% | -26.5% |
| 1Y | -17.6% | +20.6% | -38.2% | -21.3% |
| 3Y | +62.7% | +156.3% | -93.6% | +51.7% |
| All | +62.7% | +155.2% | -92.5% | +51.7% |
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