+8,015.4%
ETN vs CCJ
+1,578.1%
+6,437.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +6.2% | +4.2% | +2.1% | +5.1% |
| 30D | -6.7% | +3.2% | -9.9% | -7.5% |
| 3M | +3.6% | -1.8% | +5.4% | +4.0% |
| 6M | +18.3% | -13.5% | +31.9% | +22.1% |
| YTD | +31.5% | +9.7% | +21.7% | +26.9% |
| 1Y | +20.6% | +30.0% | -9.4% | +10.0% |
| 3Y | +82.5% | +172.6% | -90.1% | +34.8% |
| 5Y | +177.8% | +342.9% | -165.2% | +71.3% |
| 10Y | +705.0% | +1,099.7% | -394.7% | +242.6% |
| All | +8,015.4% | +1,578.1% | +6,437.3% | +3,186.6% |
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