+792.5%
CCJ vs TW
+221.1%
+571.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.7% | -2.3% | +3.1% | +1.5% |
| 30D | +6.9% | +3.9% | +2.9% | +5.5% |
| 3M | -11.6% | +5.7% | -17.4% | -14.3% |
| 6M | -16.2% | -14.5% | -1.7% | -12.8% |
| YTD | +10.1% | -0.9% | +11.0% | +7.7% |
| 1Y | +32.3% | -13.5% | +45.8% | +36.0% |
| 3Y | +171.3% | +25.0% | +146.3% | +135.9% |
| 5Y | +372.4% | +22.7% | +349.7% | +303.7% |
| All | +792.5% | +221.1% | +571.4% | +457.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling