-27.0%
ETHA vs CCJ
+105.2%
-132.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.6% |
| 7D | +3.5% | -4.0% | +7.5% | +5.3% |
| 30D | +35.3% | -2.4% | +37.7% | +36.4% |
| 3M | +50.9% | -2.3% | +53.2% | +51.6% |
| 6M | +22.1% | -16.2% | +38.3% | +29.5% |
| YTD | -14.6% | +5.7% | -20.3% | -17.6% |
| 1Y | -42.8% | +21.3% | -64.0% | -49.3% |
| All | -27.0% | +105.2% | -132.2% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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