-80.5%
TE vs CCJ
+732.8%
-813.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.4% |
| 7D | -19.1% | -0.8% | -18.3% | -18.7% |
| 30D | -34.1% | -13.2% | -21.0% | -29.8% |
| 3M | -60.1% | -27.6% | -32.5% | -54.0% |
| 6M | -66.0% | -38.7% | -27.3% | -57.5% |
| YTD | -71.4% | -22.7% | -48.7% | -67.1% |
| 1Y | -45.3% | -17.6% | -27.7% | -38.1% |
| 3Y | +9.1% | +62.7% | -53.5% | -4.9% |
| 5Y | -82.6% | +159.7% | -242.3% | -87.4% |
| All | -80.5% | +732.8% | -813.4% | -87.0% |
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