-28.7%
ETHA vs CCJ
+116.4%
-145.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | +2.7% | +5.9% | -3.2% | +0.2% |
| 30D | +29.4% | +4.7% | +24.7% | +26.5% |
| 3M | +47.2% | -3.3% | +50.5% | +48.4% |
| 6M | +25.4% | -7.0% | +32.4% | +26.9% |
| YTD | -16.5% | +11.5% | -28.0% | -21.3% |
| 1Y | -42.3% | +32.3% | -74.6% | -51.0% |
| All | -28.7% | +116.4% | -145.1% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling