-79.9%
TE vs CCJ
+745.2%
-825.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.4% | -4.1% | -6.1% |
| 7D | -13.6% | +5.0% | -18.6% | -15.3% |
| 30D | -37.7% | -16.7% | -21.0% | -32.3% |
| 3M | -59.8% | -27.5% | -32.3% | -53.7% |
| 6M | -66.3% | -38.6% | -27.7% | -58.0% |
| YTD | -70.5% | -21.5% | -49.0% | -66.3% |
| 1Y | -48.8% | -22.3% | -26.5% | -41.0% |
| 3Y | +31.3% | +69.9% | -38.5% | +12.9% |
| 5Y | -82.0% | +163.6% | -245.6% | -87.1% |
| All | -79.9% | +745.2% | -825.1% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling