+4,241.1%
TGT vs CCJ
+1,082.1%
+3,159.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | +4.7% | -13.2% | +17.9% | +6.7% |
| 3M | +4.6% | -27.6% | +32.2% | +9.2% |
| 6M | +34.9% | -38.7% | +73.6% | +43.7% |
| YTD | +70.9% | -22.7% | +93.6% | +73.9% |
| 1Y | +84.4% | -17.6% | +101.9% | +85.4% |
| 3Y | +69.1% | +62.7% | +6.4% | +47.0% |
| 5Y | -26.9% | +159.7% | -186.7% | -42.8% |
| 10Y | +207.6% | +769.3% | -561.7% | +84.0% |
| All | +4,241.1% | +1,082.1% | +3,159.0% | +2,350.0% |
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