+975.5%
CCJ vs TXG
+24.6%
+950.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.0% |
| 7D | +4.2% | +9.1% | -5.0% | +2.6% |
| 30D | +3.2% | +14.9% | -11.7% | +0.7% |
| 3M | -1.8% | +120.0% | -121.8% | -14.6% |
| 6M | -13.5% | +221.8% | -235.4% | -29.8% |
| YTD | +9.7% | +312.6% | -302.8% | -14.9% |
| 1Y | +30.0% | +398.4% | -368.4% | -3.4% |
| 3Y | +172.6% | +42.1% | +130.5% | +134.5% |
| 5Y | +342.9% | -63.5% | +406.4% | +341.1% |
| All | +975.5% | +24.6% | +950.9% | +818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling