-45.7%
TOST vs CCJ
+375.0%
-420.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -2.4% | +6.9% | -9.3% | -4.7% |
| 3M | +34.6% | -11.6% | +46.3% | +38.7% |
| 6M | +15.2% | -16.2% | +31.4% | +19.0% |
| YTD | -4.4% | +10.1% | -14.5% | -12.3% |
| 1Y | -17.4% | +32.3% | -49.7% | -31.9% |
| 3Y | +54.5% | +171.3% | -116.8% | -16.3% |
| All | -45.7% | +375.0% | -420.7% | -79.2% |
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 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