+1,065.3%
CCJ vs THC
+1,021.1%
+44.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -1.3% | +1.5% | -2.9% | -1.6% |
| 3M | +2.5% | +59.9% | -57.4% | -5.9% |
| 6M | -18.9% | +11.0% | -29.8% | -21.0% |
| YTD | +6.5% | +32.6% | -26.1% | +0.2% |
| 1Y | +22.8% | +37.4% | -14.6% | +14.3% |
| 3Y | +164.5% | +252.5% | -88.1% | +103.6% |
| 5Y | +303.7% | +262.3% | +41.4% | +201.3% |
| All | +1,065.3% | +1,021.1% | +44.2% | +591.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded THC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling