+4,244.4%
TGT vs CCJ
+1,604.2%
+2,640.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -0.6% | +5.9% | -6.6% | -1.5% |
| 30D | +9.5% | +4.7% | +4.8% | +8.7% |
| 3M | +32.3% | -3.3% | +35.5% | +32.4% |
| 6M | +37.0% | -7.0% | +44.1% | +37.1% |
| YTD | +71.0% | +11.5% | +59.6% | +65.4% |
| 1Y | +85.0% | +32.3% | +52.8% | +72.3% |
| 3Y | +46.8% | +176.8% | -130.0% | +17.7% |
| 5Y | -22.7% | +351.8% | -374.5% | -44.5% |
| 10Y | +216.3% | +1,080.5% | -864.3% | +81.1% |
| All | +4,244.4% | +1,604.2% | +2,640.2% | +2,229.8% |
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