+203.6%
TGT vs CCJ
+1,065.5%
-861.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -5.2% | -4.0% | -1.2% | -4.7% |
| 30D | +1.2% | -2.4% | +3.6% | +1.4% |
| 3M | +18.4% | -2.3% | +20.7% | +18.4% |
| 6M | +33.4% | -16.2% | +49.7% | +35.4% |
| YTD | +63.8% | +5.7% | +58.1% | +59.9% |
| 1Y | +77.2% | +21.3% | +55.9% | +67.8% |
| 3Y | +41.8% | +159.4% | -117.6% | +15.3% |
| 5Y | -25.5% | +300.7% | -326.2% | -45.3% |
| All | +203.6% | +1,065.5% | -861.9% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling