+1,159.6%
CCJ vs TAP
+720.8%
+438.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.0% |
| 7D | +2.7% | -7.8% | +10.5% | +4.4% |
| 30D | -14.4% | +7.1% | -21.5% | -16.1% |
| 3M | -22.6% | -7.0% | -15.6% | -21.9% |
| 6M | -35.4% | -3.8% | -31.6% | -35.7% |
| YTD | -17.6% | -11.7% | -5.9% | -16.8% |
| 1Y | -18.1% | -10.1% | -8.0% | -17.8% |
| 3Y | +79.6% | -23.7% | +103.3% | +84.2% |
| 5Y | +175.3% | +2.9% | +172.4% | +159.6% |
| 10Y | +844.8% | -49.5% | +894.3% | +906.2% |
| All | +1,159.6% | +720.8% | +438.9% | +893.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling