+175.3%
CCJ vs TXT
+13.0%
+162.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.6% |
| 7D | +2.7% | -3.5% | +6.2% | +4.6% |
| 30D | -14.4% | +15.2% | -29.6% | -20.9% |
| 3M | -22.6% | -4.5% | -18.1% | -21.2% |
| 6M | -35.4% | -6.1% | -29.3% | -33.8% |
| YTD | -17.6% | -2.0% | -15.7% | -18.1% |
| 1Y | -18.1% | +4.2% | -22.4% | -21.3% |
| 3Y | +79.6% | +14.4% | +65.2% | +53.9% |
| 5Y | +175.3% | +12.3% | +162.9% | +137.8% |
| All | +175.3% | +13.0% | +162.3% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling