+1,159.6%
CCJ vs TXT
+505.4%
+654.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.0% |
| 7D | +2.7% | -3.5% | +6.2% | +4.0% |
| 30D | -14.4% | +15.2% | -29.6% | -18.7% |
| 3M | -22.6% | -4.5% | -18.1% | -21.8% |
| 6M | -35.4% | -6.1% | -29.3% | -34.4% |
| YTD | -17.6% | -2.0% | -15.7% | -17.8% |
| 1Y | -18.1% | +4.2% | -22.4% | -20.0% |
| 3Y | +79.6% | +14.4% | +65.2% | +67.5% |
| 5Y | +175.3% | +12.3% | +162.9% | +158.6% |
| 10Y | +844.8% | +101.8% | +743.0% | +591.3% |
| All | +1,159.6% | +505.4% | +654.2% | +513.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling