+13.6%
TPR vs CCJ
+33.1%
-19.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -5.0% | -4.0% |
| 7D | -3.4% | +5.9% | -9.3% | -4.4% |
| 30D | -27.3% | +4.7% | -32.0% | -28.1% |
| 3M | -16.2% | -3.3% | -12.9% | -16.0% |
| 6M | -17.9% | -7.0% | -10.9% | -17.2% |
| YTD | -7.1% | +11.5% | -18.6% | -9.6% |
| 1Y | +13.6% | +32.3% | -18.7% | +8.2% |
| All | +13.6% | +33.1% | -19.5% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling