+1,082.1%
CCJ vs ETR
+2,725.6%
-1,643.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.9% |
| 6M | -38.7% | +0.1% | -38.8% | -38.9% |
| YTD | -22.7% | +23.2% | -45.9% | -29.0% |
| 1Y | -17.6% | +20.6% | -38.2% | -23.7% |
| 3Y | +62.7% | +156.3% | -93.6% | +10.5% |
| 5Y | +159.7% | +159.6% | +0.1% | +73.7% |
| 10Y | +769.3% | +377.1% | +392.3% | +326.4% |
| All | +1,082.1% | +2,725.6% | -1,643.6% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling