+665.8%
CCJ vs TRU
+228.6%
+437.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +2.0% |
| 7D | +5.9% | -7.2% | +13.1% | +8.2% |
| 30D | +4.7% | -2.8% | +7.5% | +5.4% |
| 3M | -3.3% | +13.0% | -16.3% | -7.8% |
| 6M | -7.0% | +0.7% | -7.7% | -8.6% |
| YTD | +11.5% | -9.0% | +20.5% | +11.8% |
| 1Y | +32.3% | -16.3% | +48.6% | +35.2% |
| 3Y | +176.8% | -1.1% | +177.9% | +154.5% |
| 5Y | +351.8% | -36.0% | +387.8% | +377.3% |
| 10Y | +1,080.5% | +139.9% | +940.6% | +611.0% |
| All | +665.8% | +228.6% | +437.2% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling