+169.4%
CCJ vs TRU
-2.1%
+171.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.4% |
| 7D | +4.2% | -6.5% | +10.7% | +5.2% |
| 30D | +3.2% | -2.5% | +5.7% | +3.5% |
| 3M | -1.8% | +10.4% | -12.2% | -3.9% |
| 6M | -13.5% | +1.6% | -15.2% | -14.5% |
| YTD | +9.7% | -9.7% | +19.4% | +10.3% |
| 1Y | +30.0% | -17.3% | +47.3% | +32.6% |
| All | +169.4% | -2.1% | +171.5% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling