-19.1%
TE vs CCJ
+172.7%
-191.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.1% |
| 7D | +15.0% | +4.2% | +10.8% | +12.6% |
| 30D | -7.5% | +3.2% | -10.7% | -9.0% |
| 3M | -42.0% | -1.8% | -40.1% | -40.8% |
| 6M | -31.4% | -13.5% | -17.9% | -26.0% |
| YTD | -26.5% | +9.7% | -36.2% | -27.6% |
| 1Y | +153.1% | +30.0% | +123.1% | +127.0% |
| All | -19.1% | +172.7% | -191.8% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling