+706.7%
ETN vs CCJ
+1,065.5%
-358.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.7% | +4.1% |
| 7D | +3.5% | -4.0% | +7.6% | +4.6% |
| 30D | -7.5% | -2.4% | -5.1% | -7.1% |
| 3M | +8.3% | -2.3% | +10.6% | +8.7% |
| 6M | +20.2% | -16.2% | +36.4% | +24.6% |
| YTD | +34.7% | +5.7% | +29.0% | +31.8% |
| 1Y | +19.4% | +21.3% | -1.8% | +11.9% |
| 3Y | +85.5% | +159.4% | -73.9% | +44.4% |
| 5Y | +186.6% | +300.7% | -114.1% | +96.1% |
| All | +706.7% | +1,065.5% | -358.8% | +299.5% |
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