+1,583.6%
CCJ vs TRMB
+1,753.6%
-170.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | +0.7% | -2.5% | +3.3% | +1.3% |
| 30D | +6.9% | +1.5% | +5.3% | +6.5% |
| 3M | -11.6% | +6.8% | -18.4% | -13.1% |
| 6M | -16.2% | -14.9% | -1.3% | -13.8% |
| YTD | +10.1% | -24.1% | +34.2% | +15.6% |
| 1Y | +32.3% | -25.4% | +57.7% | +39.4% |
| 3Y | +171.3% | +8.0% | +163.3% | +163.3% |
| 5Y | +372.4% | -37.3% | +409.7% | +407.1% |
| 10Y | +1,070.0% | +116.8% | +953.2% | +888.6% |
| All | +1,583.6% | +1,753.6% | -170.0% | +992.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling