-53.1%
TEAM vs CCJ
+347.8%
-400.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.1% |
| 7D | -4.7% | +4.2% | -8.8% | -5.7% |
| 30D | +17.0% | +3.2% | +13.8% | +15.6% |
| 3M | +85.9% | -1.8% | +87.7% | +85.4% |
| 6M | +116.7% | -13.5% | +130.2% | +120.1% |
| YTD | +9.6% | +9.7% | -0.1% | +1.0% |
| 1Y | -2.5% | +30.0% | -32.5% | -17.5% |
| 3Y | -14.0% | +172.6% | -186.6% | -49.8% |
| 5Y | -53.1% | +342.9% | -396.0% | -78.7% |
| All | -53.1% | +347.8% | -400.9% | -78.7% |
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 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