-29.3%
ETHA vs CCJ
+106.8%
-136.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.2% |
| 7D | -2.4% | -3.2% | +0.8% | -1.1% |
| 30D | +30.9% | -1.3% | +32.2% | +31.3% |
| 3M | +51.1% | +2.5% | +48.6% | +48.8% |
| 6M | +20.5% | -18.9% | +39.4% | +29.6% |
| YTD | -17.3% | +6.5% | -23.7% | -20.4% |
| 1Y | -43.2% | +22.8% | -66.1% | -50.0% |
| All | -29.3% | +106.8% | -136.0% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling