-44.5%
TOST vs CCJ
+236.2%
-280.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.7% |
| 7D | +9.4% | -7.3% | +16.7% | +11.8% |
| 30D | +13.5% | -20.0% | +33.4% | +21.0% |
| 3M | -0.1% | -23.8% | +23.7% | +7.5% |
| 6M | +22.5% | -42.4% | +64.9% | +42.8% |
| YTD | -2.4% | -22.1% | +19.7% | -1.0% |
| 1Y | -4.7% | -20.8% | +16.1% | -4.4% |
| 3Y | +103.2% | +75.7% | +27.5% | +28.5% |
| 5Y | -41.2% | +167.4% | -208.7% | -74.3% |
| All | -44.5% | +236.2% | -280.7% | -76.5% |
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