+830.4%
CCJ vs TENB
+1.4%
+829.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | +5.9% | -5.0% | +10.9% | +7.0% |
| 30D | +4.7% | -7.4% | +12.1% | +5.8% |
| 3M | -3.3% | +22.3% | -25.6% | -8.8% |
| 6M | -7.0% | +60.2% | -67.2% | -17.9% |
| YTD | +11.5% | +43.2% | -31.8% | 0.0% |
| 1Y | +32.3% | +8.2% | +24.1% | +26.5% |
| 3Y | +176.8% | -23.8% | +200.6% | +181.4% |
| 5Y | +351.8% | -26.9% | +378.7% | +348.9% |
| All | +830.4% | +1.4% | +829.0% | +653.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling