+772.6%
CCJ vs TAP
-48.8%
+821.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | +0.4% | -4.5% | +4.9% | +1.2% |
| 30D | -17.2% | +7.5% | -24.7% | -18.8% |
| 3M | -25.1% | -4.9% | -20.2% | -24.8% |
| 6M | -37.6% | -3.5% | -34.1% | -37.8% |
| YTD | -20.4% | -11.4% | -8.9% | -19.5% |
| 1Y | -22.5% | -10.8% | -11.7% | -22.0% |
| 3Y | +72.5% | -24.5% | +96.9% | +78.0% |
| 5Y | +179.9% | +2.5% | +177.4% | +158.0% |
| 10Y | +772.6% | -47.6% | +820.2% | +758.4% |
| All | +772.6% | -48.8% | +821.5% | +758.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling