+163.9%
CCJ vs TENB
-24.3%
+188.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -0.8% | -3.3% | +2.5% | 0.0% |
| 30D | -13.2% | +6.9% | -20.1% | -14.6% |
| 3M | -27.6% | +1.8% | -29.5% | -28.6% |
| 6M | -38.7% | +98.1% | -136.8% | -49.4% |
| YTD | -22.7% | +73.2% | -95.9% | -35.0% |
| 1Y | -17.6% | +50.7% | -68.3% | -27.8% |
| 3Y | +62.7% | +9.3% | +53.4% | +53.8% |
| All | +163.9% | -24.3% | +188.3% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling