+52.2%
TEM vs CCJ
+91.7%
-39.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.0% |
| 7D | -1.1% | +4.2% | -5.2% | -2.9% |
| 30D | +11.3% | +3.2% | +8.1% | +10.2% |
| 3M | +25.5% | -1.8% | +27.3% | +26.4% |
| 6M | +17.1% | -13.5% | +30.7% | +23.7% |
| YTD | +3.8% | +9.7% | -6.0% | -2.1% |
| 1Y | -24.4% | +30.0% | -54.4% | -36.5% |
| All | +52.2% | +91.7% | -39.5% | -19.6% |
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