+173.6%
CCJ vs TW
+20.9%
+152.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.5% |
| 7D | +5.9% | -3.5% | +9.4% | +6.2% |
| 30D | +4.7% | +0.5% | +4.2% | +4.6% |
| 3M | -3.3% | +4.9% | -8.2% | -4.3% |
| 6M | -7.0% | -17.1% | +10.1% | -3.9% |
| YTD | +11.5% | -3.9% | +15.3% | +11.2% |
| 1Y | +32.3% | -13.3% | +45.5% | +36.3% |
| All | +173.6% | +20.9% | +152.7% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling