+159.7%
TRV vs CCJ
+281.7%
-122.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.1% |
| 7D | +1.9% | -4.0% | +6.0% | +2.1% |
| 30D | +1.7% | -2.4% | +4.1% | +1.8% |
| 3M | +23.9% | -2.3% | +26.2% | +23.9% |
| 6M | +26.3% | -16.2% | +42.5% | +26.9% |
| YTD | +30.8% | +5.7% | +25.1% | +29.4% |
| 1Y | +36.3% | +21.3% | +15.1% | +33.1% |
| 3Y | +145.0% | +159.4% | -14.4% | +121.8% |
| All | +159.7% | +281.7% | -122.1% | +124.0% |
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 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