+7,716.4%
TPR vs CCJ
+5,526.1%
+2,190.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -23.0% | +6.9% | -29.8% | -24.6% |
| 3M | -12.5% | -11.6% | -0.8% | -10.1% |
| 6M | -21.4% | -16.2% | -5.2% | -18.6% |
| YTD | -3.5% | +10.1% | -13.6% | -8.2% |
| 1Y | +17.4% | +32.3% | -14.9% | +4.6% |
| 3Y | +291.3% | +171.3% | +120.0% | +169.8% |
| 5Y | +241.9% | +372.4% | -130.5% | +89.9% |
| 10Y | +322.7% | +1,070.0% | -747.4% | +60.7% |
| All | +7,716.4% | +5,526.1% | +2,190.4% | +2,084.2% |
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 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