+33.6%
TER vs CCJ
-24.1%
+57.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +2.6% |
| 7D | -8.9% | +0.4% | -9.3% | -8.6% |
| 30D | -39.1% | -17.2% | -21.8% | -28.4% |
| 3M | -32.8% | -25.1% | -7.6% | -15.3% |
| 6M | -31.7% | -37.6% | +5.8% | -1.1% |
| YTD | +26.9% | -20.4% | +47.3% | +50.6% |
| 1Y | +33.6% | -22.5% | +56.1% | +61.2% |
| All | +33.6% | -24.1% | +57.7% | +61.2% |
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