+396.8%
TPR vs CCJ
+69.8%
+327.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -1.1% | +5.0% | -6.2% | -2.0% |
| 30D | +15.1% | -16.7% | +31.8% | +18.3% |
| 3M | -13.4% | -27.5% | +14.1% | -9.1% |
| 6M | +1.4% | -38.6% | +40.0% | +9.0% |
| YTD | +4.8% | -21.5% | +26.3% | +7.6% |
| 1Y | +29.2% | -22.3% | +51.5% | +32.7% |
| All | +396.8% | +69.8% | +327.0% | +354.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling