+342.9%
CCJ vs ETR
+122.8%
+220.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.5% |
| 3M | -1.8% | -1.7% | -0.1% | -1.4% |
| 6M | -13.5% | +3.6% | -17.1% | -14.8% |
| YTD | +9.7% | +18.0% | -8.3% | +3.9% |
| 1Y | +30.0% | +26.2% | +3.8% | +20.4% |
| 3Y | +172.6% | +148.0% | +24.6% | +104.5% |
| 5Y | +342.9% | +126.1% | +216.9% | +243.4% |
| All | +342.9% | +122.8% | +220.2% | +243.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling