+148.6%
TE vs CCJ
+31.2%
+117.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -4.0% | +0.7% | -4.7% | -4.3% |
| 30D | -15.9% | +6.9% | -22.8% | -19.4% |
| 3M | -60.5% | -11.6% | -48.9% | -57.6% |
| 6M | -35.2% | -16.2% | -19.0% | -29.3% |
| YTD | -31.1% | +10.1% | -41.2% | -28.6% |
| 1Y | +148.6% | +32.3% | +116.4% | +189.9% |
| All | +148.6% | +31.2% | +117.4% | +189.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling