+1,065.3%
CCJ vs TXT
+103.1%
+962.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -1.3% | -10.2% | +8.9% | +3.0% |
| 3M | +2.5% | -13.3% | +15.8% | +8.3% |
| 6M | -18.9% | -14.4% | -4.5% | -13.8% |
| YTD | +6.5% | -9.1% | +15.6% | +10.0% |
| 1Y | +22.8% | -2.2% | +25.0% | +22.8% |
| 3Y | +164.5% | +5.1% | +159.4% | +151.2% |
| 5Y | +303.7% | +12.8% | +290.9% | +271.5% |
| All | +1,065.3% | +103.1% | +962.2% | +799.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling