+683.8%
TEL vs CCJ
+137.7%
+546.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.0% | +0.7% | +2.2% | +2.7% |
| 30D | -3.9% | +6.9% | -10.8% | -5.8% |
| 3M | -5.1% | -11.6% | +6.5% | -2.4% |
| 6M | +0.6% | -16.2% | +16.8% | +4.0% |
| YTD | -7.3% | +10.1% | -17.4% | -11.9% |
| 1Y | +1.1% | +32.3% | -31.1% | -10.1% |
| 3Y | +63.7% | +171.3% | -107.6% | +11.8% |
| 5Y | +50.7% | +372.4% | -321.7% | -18.9% |
| 10Y | +290.2% | +1,070.0% | -779.9% | +32.8% |
| All | +683.8% | +137.7% | +546.1% | +200.0% |
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 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