-33.5%
TEM vs CCJ
+22.0%
-55.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -8.7% | -4.0% | -4.7% | -7.3% |
| 30D | +8.1% | -2.4% | +10.4% | +9.4% |
| 3M | +19.0% | -2.3% | +21.3% | +19.9% |
| 6M | +12.0% | -16.2% | +28.2% | +17.3% |
| YTD | -0.1% | +5.7% | -5.7% | +1.2% |
| 1Y | -33.5% | +21.3% | -54.8% | -31.0% |
| All | -33.5% | +22.0% | -55.5% | -31.0% |
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