+236.9%
CCJ vs TLN
+583.6%
-346.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.6% | -1.3% |
| 7D | +0.7% | +7.1% | -6.3% | -1.8% |
| 30D | +6.9% | -3.9% | +10.8% | +8.1% |
| 3M | -11.6% | -16.2% | +4.5% | -6.5% |
| 6M | -16.2% | -5.8% | -10.4% | -15.4% |
| YTD | +10.1% | -15.4% | +25.5% | +13.9% |
| 1Y | +32.3% | -16.7% | +48.9% | +36.3% |
| 3Y | +171.3% | +473.8% | -302.5% | +62.0% |
| All | +236.9% | +583.6% | -346.7% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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