+29.9%
TPR vs CCJ
-21.5%
+51.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.5% |
| 7D | +12.7% | +2.7% | +10.0% | +12.1% |
| 30D | +17.1% | -14.4% | +31.5% | +20.4% |
| 3M | -15.9% | -22.6% | +6.7% | -12.0% |
| 6M | +2.6% | -35.4% | +38.1% | +11.2% |
| YTD | +7.5% | -17.6% | +25.1% | +7.1% |
| All | +29.9% | -21.5% | +51.5% | +30.2% |
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