+1,583.6%
CCJ vs TAP
+734.1%
+849.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | +6.9% | -2.1% | +9.0% | +7.3% |
| 3M | -11.6% | +6.6% | -18.3% | -13.3% |
| 6M | -16.2% | -11.5% | -4.7% | -14.6% |
| YTD | +10.1% | -10.3% | +20.4% | +11.5% |
| 1Y | +32.3% | -14.4% | +46.7% | +34.7% |
| 3Y | +171.3% | -28.3% | +199.6% | +183.6% |
| 5Y | +372.4% | +1.7% | +370.7% | +349.0% |
| 10Y | +1,070.0% | -49.2% | +1,119.3% | +1,150.7% |
| All | +1,583.6% | +734.1% | +849.5% | +1,230.6% |
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