+300.2%
CCJ vs TRU
-35.6%
+335.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.0% |
| 7D | -4.0% | -2.7% | -1.3% | -3.4% |
| 30D | -2.4% | -2.0% | -0.3% | -2.0% |
| 3M | -2.3% | +18.4% | -20.8% | -7.4% |
| 6M | -16.2% | +8.9% | -25.1% | -19.1% |
| YTD | +5.7% | -8.9% | +14.6% | +6.2% |
| 1Y | +21.3% | -15.9% | +37.1% | +24.0% |
| 3Y | +159.4% | -1.1% | +160.5% | +143.8% |
| All | +300.2% | -35.6% | +335.8% | +354.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling