+152.0%
CCJ vs TLN
+683.0%
-531.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.2% | -1.5% | +2.9% |
| 7D | +2.7% | +9.1% | -6.3% | -0.9% |
| 30D | -14.4% | -4.1% | -10.3% | -13.3% |
| 3M | -22.6% | +4.4% | -27.0% | -24.6% |
| 6M | -35.4% | -6.0% | -29.4% | -35.1% |
| YTD | -17.6% | -3.1% | -14.5% | -19.6% |
| 1Y | -18.1% | -6.1% | -12.1% | -19.3% |
| 3Y | +79.6% | +575.3% | -495.8% | +0.7% |
| All | +152.0% | +683.0% | -531.0% | +36.4% |
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