+12,981.4%
TDG vs CCJ
+251.1%
+12,730.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -0.9% | +5.9% | -6.9% | -2.2% |
| 30D | -6.5% | +4.7% | -11.2% | -7.7% |
| 3M | -5.1% | -3.3% | -1.8% | -4.8% |
| 6M | -11.5% | -7.0% | -4.5% | -11.3% |
| YTD | -13.9% | +11.5% | -25.3% | -17.9% |
| 1Y | -11.5% | +32.3% | -43.7% | -20.3% |
| 3Y | +53.7% | +176.8% | -123.2% | +10.2% |
| 5Y | +135.5% | +351.8% | -216.3% | +42.3% |
| 10Y | +535.2% | +1,080.5% | -545.4% | +168.4% |
| All | +12,981.4% | +251.1% | +12,730.4% | +5,692.8% |
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