+138.7%
TRV vs CCJ
+172.7%
-33.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.3% |
| 7D | +0.2% | +4.2% | -4.0% | +0.2% |
| 30D | -2.3% | +3.2% | -5.5% | -2.4% |
| 3M | +22.7% | -1.8% | +24.5% | +22.8% |
| 6M | +21.9% | -13.5% | +35.5% | +22.2% |
| YTD | +27.5% | +9.7% | +17.7% | +26.7% |
| 1Y | +36.2% | +30.0% | +6.2% | +33.9% |
| All | +138.7% | +172.7% | -33.9% | +118.7% |
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 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