+3,094.8%
TER vs CCJ
+1,159.6%
+1,935.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.7% | +7.0% | +10.7% |
| 7D | -5.8% | +2.7% | -8.5% | -6.3% |
| 30D | -38.9% | -14.4% | -24.5% | -35.1% |
| 3M | -35.1% | -22.6% | -12.5% | -28.9% |
| 6M | -31.6% | -35.4% | +3.9% | -19.6% |
| YTD | +27.2% | -17.6% | +44.9% | +38.5% |
| 1Y | +35.2% | -18.1% | +53.4% | +47.6% |
| 3Y | +192.8% | +79.6% | +113.2% | +132.1% |
| 5Y | +72.4% | +175.3% | -102.8% | +12.6% |
| 10Y | +1,001.8% | +844.8% | +157.0% | +302.3% |
| All | +3,094.8% | +1,159.6% | +1,935.2% | +699.6% |
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 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