-45.4%
TE vs CCJ
+347.8%
-393.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.2% |
| 7D | +15.0% | +4.2% | +10.8% | +12.7% |
| 30D | -7.5% | +3.2% | -10.7% | -9.0% |
| 3M | -42.0% | -1.8% | -40.1% | -40.7% |
| 6M | -31.4% | -13.5% | -17.9% | -25.8% |
| YTD | -26.5% | +9.7% | -36.2% | -28.2% |
| 1Y | +153.1% | +30.0% | +123.1% | +122.8% |
| 3Y | -20.7% | +172.6% | -193.3% | -53.7% |
| 5Y | -45.4% | +342.9% | -388.4% | -75.9% |
| All | -45.4% | +347.8% | -393.3% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling