+342.9%
CCJ vs TRMB
-39.0%
+381.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.5% |
| 7D | +4.2% | -2.9% | +7.1% | +5.6% |
| 30D | +3.2% | -1.8% | +5.0% | +3.8% |
| 3M | -1.8% | +8.4% | -10.2% | -6.2% |
| 6M | -13.5% | -18.5% | +5.0% | -6.0% |
| YTD | +9.7% | -26.7% | +36.5% | +24.8% |
| 1Y | +30.0% | -28.3% | +58.3% | +49.2% |
| 3Y | +172.6% | +12.6% | +160.0% | +142.3% |
| 5Y | +342.9% | -38.7% | +381.6% | +453.6% |
| All | +342.9% | -39.0% | +381.9% | +453.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling