+1,117.9%
CCJ vs TRMB
+1,606.5%
-488.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +0.4% | -16.6% | +17.0% | +3.8% |
| 30D | -17.2% | -8.9% | -8.4% | -16.0% |
| 3M | -25.1% | -6.3% | -18.8% | -24.4% |
| 6M | -37.6% | -10.0% | -27.6% | -36.7% |
| YTD | -20.4% | -30.1% | +9.8% | -15.3% |
| 1Y | -22.5% | -31.3% | +8.8% | -17.2% |
| 3Y | +72.5% | +30.8% | +41.6% | +61.2% |
| 5Y | +179.9% | -35.9% | +215.8% | +198.7% |
| 10Y | +772.6% | +101.7% | +670.9% | +647.0% |
| All | +1,117.9% | +1,606.5% | -488.6% | +700.5% |
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