-25.9%
CCJ vs TRGP
+89.5%
-115.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -1.6% |
| 7D | -14.5% | -6.5% | -8.0% | -14.9% |
| 30D | -18.1% | -0.4% | -17.6% | -17.7% |
| 3M | -23.0% | +8.8% | -31.8% | -22.1% |
| 6M | -39.4% | +11.0% | -50.4% | -39.1% |
| YTD | -21.7% | +57.4% | -79.0% | -27.3% |
| 1Y | -25.9% | +87.9% | -113.8% | -28.1% |
| All | -25.9% | +89.5% | -115.5% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling