+169.4%
CCJ vs TENB
-26.8%
+196.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +4.2% | -1.7% | +5.8% | +4.4% |
| 30D | +3.2% | -8.3% | +11.4% | +4.1% |
| 3M | -1.8% | +26.2% | -28.0% | -6.8% |
| 6M | -13.5% | +60.2% | -73.7% | -20.9% |
| YTD | +9.7% | +43.1% | -33.3% | +2.1% |
| 1Y | +30.0% | +9.4% | +20.6% | +29.5% |
| All | +169.4% | -26.8% | +196.2% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling