-3.2%
TEAM vs CCJ
-19.9%
+16.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.7% |
| 7D | -19.7% | +3.7% | -23.4% | -19.3% |
| 30D | -26.6% | -13.7% | -12.9% | -27.2% |
| 3M | -1.1% | -24.7% | +23.7% | -3.2% |
| 6M | +74.6% | -38.1% | +112.7% | +67.3% |
| YTD | -6.0% | -18.8% | +12.8% | -8.7% |
| 1Y | -3.2% | -19.5% | +16.3% | -6.0% |
| All | -3.2% | -19.9% | +16.6% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling