+8,398.6%
TPR vs CCJ
+3,881.9%
+4,516.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.4% | -2.2% |
| 7D | +14.2% | -7.3% | +21.5% | +16.2% |
| 30D | +17.1% | -20.0% | +37.0% | +23.7% |
| 3M | -17.7% | -23.8% | +6.1% | -12.3% |
| 6M | -10.2% | -42.4% | +32.2% | +2.7% |
| YTD | +4.9% | -22.1% | +27.0% | +8.9% |
| 1Y | +36.1% | -20.8% | +57.0% | +40.3% |
| 3Y | +416.5% | +75.7% | +340.7% | +300.2% |
| 5Y | +254.8% | +167.4% | +87.3% | +131.1% |
| 10Y | +391.7% | +826.3% | -434.6% | +98.1% |
| All | +8,398.6% | +3,881.9% | +4,516.7% | +2,488.7% |
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