+1,056.5%
CCJ vs TRMB
+121.9%
+934.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.3% |
| 7D | -4.0% | -3.0% | -1.0% | -2.8% |
| 30D | -2.4% | +2.3% | -4.7% | -3.4% |
| 3M | -2.3% | +15.3% | -17.6% | -8.6% |
| 6M | -16.2% | -14.7% | -1.5% | -11.6% |
| YTD | +5.7% | -26.4% | +32.1% | +17.8% |
| 1Y | +21.3% | -30.4% | +51.7% | +38.3% |
| 3Y | +159.4% | +13.5% | +145.9% | +136.1% |
| 5Y | +300.7% | -38.6% | +339.2% | +356.9% |
| All | +1,056.5% | +121.9% | +934.6% | +836.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling