+223.5%
CCJ vs TRGP
+2,265.4%
-2,041.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.8% |
| 7D | +5.9% | -0.6% | +6.5% | +6.1% |
| 30D | +4.7% | +14.6% | -9.9% | -0.1% |
| 3M | -3.3% | +11.9% | -15.2% | -7.6% |
| 6M | -7.0% | +25.3% | -32.3% | -14.8% |
| YTD | +11.5% | +61.9% | -50.4% | -6.0% |
| 1Y | +32.3% | +87.3% | -55.0% | +5.6% |
| 3Y | +176.8% | +268.0% | -91.2% | +76.1% |
| 5Y | +351.8% | +638.2% | -286.4% | +135.5% |
| 10Y | +1,080.5% | +821.9% | +258.6% | +377.7% |
| All | +223.5% | +2,265.4% | -2,041.8% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling