-53.4%
TE vs CCJ
+1,047.1%
-1,100.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.7% | -5.5% |
| 7D | +0.9% | -3.2% | +4.1% | +2.3% |
| 30D | -16.3% | -1.3% | -14.9% | -15.7% |
| 3M | -40.8% | +2.5% | -43.3% | -40.6% |
| 6M | -42.6% | -18.9% | -23.7% | -37.5% |
| YTD | -31.4% | +6.5% | -37.9% | -31.3% |
| 1Y | +144.9% | +22.8% | +122.1% | +130.4% |
| 3Y | -26.0% | +164.5% | -190.5% | -47.0% |
| 5Y | -48.5% | +303.7% | -352.2% | -67.8% |
| All | -53.4% | +1,047.1% | -1,100.5% | -73.0% |
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 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