+802.8%
TEAM vs CCJ
+839.9%
-37.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -0.4% | +0.7% | -1.2% | -0.6% |
| 30D | +67.3% | +6.9% | +60.4% | +65.1% |
| 3M | +86.8% | -11.6% | +98.4% | +90.2% |
| 6M | +146.8% | -16.2% | +163.0% | +151.1% |
| YTD | +16.9% | +10.1% | +6.8% | +10.9% |
| 1Y | +12.8% | +32.3% | -19.5% | +1.1% |
| 3Y | -7.3% | +171.3% | -178.6% | -31.9% |
| 5Y | -50.7% | +372.4% | -423.1% | -68.0% |
| 10Y | +529.8% | +1,070.0% | -540.2% | +233.6% |
| All | +802.8% | +839.9% | -37.1% | +402.9% |
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 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