-30.4%
TOST vs CCJ
+166.4%
-196.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.6% |
| 7D | -4.7% | +5.0% | -9.7% | -6.3% |
| 30D | +8.5% | -16.7% | +25.2% | +14.3% |
| 3M | -1.6% | -27.5% | +25.9% | +7.8% |
| 6M | +44.1% | -38.6% | +82.7% | +65.0% |
| YTD | -5.6% | -21.5% | +15.9% | -4.6% |
| 1Y | -12.6% | -22.3% | +9.7% | -11.8% |
| 3Y | +137.6% | +69.9% | +67.7% | +49.1% |
| 5Y | -30.4% | +163.6% | -193.9% | -70.7% |
| All | -30.4% | +166.4% | -196.7% | -70.7% |
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