+1,117.9%
CCJ vs TXT
+515.4%
+602.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.9% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | -17.2% | +17.1% | -34.3% | -21.8% |
| 3M | -25.1% | -2.6% | -22.5% | -24.8% |
| 6M | -37.6% | -4.6% | -33.0% | -37.0% |
| YTD | -20.4% | -0.3% | -20.0% | -21.0% |
| 1Y | -22.5% | +5.9% | -28.4% | -24.7% |
| 3Y | +72.5% | +14.4% | +58.1% | +60.8% |
| 5Y | +179.9% | +15.9% | +164.0% | +160.2% |
| 10Y | +772.6% | +99.6% | +673.0% | +540.2% |
| All | +1,117.9% | +515.4% | +602.5% | +489.4% |
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