+234.9%
TPR vs CCJ
+159.0%
+75.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +15.1% | -13.2% | +28.3% | +18.1% |
| 3M | +3.5% | -27.6% | +31.2% | +9.9% |
| 6M | +0.4% | -38.7% | +39.1% | +10.0% |
| YTD | +4.6% | -22.7% | +27.3% | +7.9% |
| 1Y | +33.1% | -17.6% | +50.7% | +35.2% |
| 3Y | +396.0% | +62.7% | +333.3% | +310.0% |
| All | +234.9% | +159.0% | +75.9% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling