+22.8%
CCJ vs TW
-14.0%
+36.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.1% |
| 7D | -3.2% | -2.7% | -0.5% | -4.0% |
| 30D | -1.3% | -1.7% | +0.4% | -1.8% |
| 3M | +2.5% | +1.6% | +0.9% | +3.2% |
| 6M | -18.9% | -17.7% | -1.2% | -21.0% |
| YTD | +6.5% | -4.3% | +10.8% | +9.1% |
| 1Y | +22.8% | -13.1% | +35.9% | +23.2% |
| All | +22.8% | -14.0% | +36.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling