-25.9%
CCJ vs TRI
-22.4%
-3.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | 0.0% |
| 7D | -14.5% | +1.0% | -15.5% | -14.1% |
| 30D | -18.1% | +20.8% | -38.8% | -14.8% |
| 3M | -23.0% | +8.1% | -31.1% | -21.2% |
| 6M | -39.4% | +24.2% | -63.6% | -35.7% |
| YTD | -21.7% | -7.8% | -13.9% | -23.4% |
| 1Y | -25.9% | -16.7% | -9.3% | -27.5% |
| All | -25.9% | -22.4% | -3.5% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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