+1,056.5%
CCJ vs TEVA
-22.9%
+1,079.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.2% |
| 7D | -4.0% | +2.0% | -6.0% | -4.4% |
| 30D | -2.4% | +1.0% | -3.3% | -2.5% |
| 3M | -2.3% | +7.3% | -9.6% | -4.0% |
| 6M | -16.2% | +21.7% | -37.9% | -20.1% |
| YTD | +5.7% | +18.8% | -13.2% | +1.4% |
| 1Y | +21.3% | +86.5% | -65.2% | +5.2% |
| 3Y | +159.4% | +269.4% | -110.0% | +87.6% |
| 5Y | +300.7% | +303.6% | -2.9% | +176.8% |
| All | +1,056.5% | -22.9% | +1,079.4% | +726.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling