+179.4%
ETN vs CCJ
+284.7%
-105.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.7% |
| 7D | +3.0% | -3.2% | +6.2% | +3.9% |
| 30D | -10.9% | -1.3% | -9.6% | -10.7% |
| 3M | +9.2% | +2.5% | +6.7% | +8.3% |
| 6M | +13.9% | -18.9% | +32.8% | +19.2% |
| YTD | +29.5% | +6.5% | +23.1% | +26.3% |
| 1Y | +14.2% | +22.8% | -8.6% | +6.2% |
| 3Y | +79.9% | +164.5% | -84.6% | +38.9% |
| All | +179.4% | +284.7% | -105.3% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling