+59.7%
TEM vs CCJ
+94.7%
-35.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.1% |
| 7D | +3.2% | +5.9% | -2.7% | +0.6% |
| 30D | +23.5% | +4.7% | +18.8% | +21.4% |
| 3M | +32.3% | -3.3% | +35.6% | +33.9% |
| 6M | +23.0% | -7.0% | +30.0% | +25.9% |
| YTD | +8.9% | +11.5% | -2.6% | +1.9% |
| 1Y | -19.9% | +32.3% | -52.1% | -33.2% |
| All | +59.7% | +94.7% | -35.0% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling