-17.6%
CCJ vs TRMB
-31.7%
+14.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -0.8% | +2.8% | -3.6% | -1.3% |
| 30D | -13.2% | -5.9% | -7.3% | -12.9% |
| 3M | -27.6% | -3.3% | -24.3% | -27.7% |
| 6M | -38.7% | +1.3% | -40.1% | -38.9% |
| YTD | -22.7% | -29.0% | +6.3% | -17.7% |
| 1Y | -17.6% | -27.8% | +10.2% | -13.7% |
| All | -17.6% | -31.7% | +14.2% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling