+161.4%
CCJ vs TXG
+39.1%
+122.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.8% |
| 7D | -3.2% | +5.0% | -8.2% | -3.8% |
| 30D | -1.3% | +13.5% | -14.8% | -2.9% |
| 3M | +2.5% | +128.0% | -125.5% | -7.8% |
| 6M | -18.9% | +224.4% | -243.3% | -30.0% |
| YTD | +6.5% | +307.0% | -300.5% | -10.4% |
| 1Y | +22.8% | +427.2% | -404.4% | +0.3% |
| All | +161.4% | +39.1% | +122.2% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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