+1,583.6%
CCJ vs ETR
+2,610.4%
-1,026.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | +6.9% | +1.0% | +5.9% | +6.4% |
| 3M | -11.6% | -1.3% | -10.4% | -11.4% |
| 6M | -16.2% | +1.9% | -18.1% | -17.2% |
| YTD | +10.1% | +18.2% | -8.0% | +2.7% |
| 1Y | +32.3% | +24.7% | +7.6% | +20.7% |
| 3Y | +171.3% | +150.7% | +20.6% | +85.6% |
| 5Y | +372.4% | +127.0% | +245.4% | +231.8% |
| 10Y | +1,070.0% | +295.5% | +774.6% | +519.8% |
| All | +1,583.6% | +2,610.4% | -1,026.8% | +499.5% |
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