+176.8%
CCJ vs TXT
+5.7%
+171.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +5.9% | -0.2% | +6.1% | +6.0% |
| 30D | +4.7% | -11.1% | +15.8% | +9.1% |
| 3M | -3.3% | -13.0% | +9.7% | +1.5% |
| 6M | -7.0% | -16.2% | +9.2% | -1.3% |
| YTD | +11.5% | -8.7% | +20.2% | +14.9% |
| 1Y | +32.3% | -3.8% | +36.1% | +33.7% |
| 3Y | +176.8% | +5.5% | +171.3% | +158.0% |
| All | +176.8% | +5.7% | +171.2% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling