+8,387.8%
TPR vs CCJ
+3,908.7%
+4,479.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.4% |
| 7D | -1.1% | +5.0% | -6.2% | -2.6% |
| 30D | +15.1% | -16.7% | +31.8% | +20.3% |
| 3M | -13.4% | -27.5% | +14.1% | -6.5% |
| 6M | +1.4% | -38.6% | +40.0% | +13.7% |
| YTD | +4.8% | -21.5% | +26.3% | +8.4% |
| 1Y | +29.2% | -22.3% | +51.5% | +33.7% |
| 3Y | +403.7% | +69.9% | +333.8% | +293.9% |
| 5Y | +230.8% | +163.6% | +67.2% | +116.3% |
| 10Y | +369.2% | +782.3% | -413.0% | +91.8% |
| All | +8,387.8% | +3,908.7% | +4,479.0% | +2,479.0% |
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