-28.1%
TGT vs CCJ
+159.0%
-187.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | +4.7% | -13.2% | +17.9% | +6.3% |
| 3M | +4.6% | -27.6% | +32.2% | +8.3% |
| 6M | +34.9% | -38.7% | +73.6% | +42.0% |
| YTD | +70.9% | -22.7% | +93.6% | +72.3% |
| 1Y | +84.4% | -17.6% | +101.9% | +83.9% |
| 3Y | +69.1% | +62.7% | +6.4% | +42.7% |
| All | -28.1% | +159.0% | -187.1% | -48.2% |
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 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