+300.2%
CCJ vs TXG
-62.8%
+362.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.3% |
| 7D | -4.0% | +9.5% | -13.5% | -5.6% |
| 30D | -2.4% | +18.8% | -21.1% | -5.4% |
| 3M | -2.3% | +136.1% | -138.4% | -16.5% |
| 6M | -16.2% | +235.2% | -251.5% | -33.0% |
| YTD | +5.7% | +320.5% | -314.9% | -19.0% |
| 1Y | +21.3% | +425.2% | -403.9% | -11.6% |
| 3Y | +159.4% | +42.9% | +116.5% | +124.2% |
| All | +300.2% | -62.8% | +362.9% | +311.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling