+2,802.0%
TRV vs CCJ
+1,583.6%
+1,218.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -0.1% | +0.7% | -0.9% | -0.3% |
| 30D | -3.4% | +6.9% | -10.3% | -4.5% |
| 3M | +26.4% | -11.6% | +38.0% | +28.0% |
| 6M | +19.3% | -16.2% | +35.5% | +21.0% |
| YTD | +28.3% | +10.1% | +18.2% | +24.0% |
| 1Y | +34.3% | +32.3% | +2.0% | +24.6% |
| 3Y | +140.1% | +171.3% | -31.2% | +91.0% |
| 5Y | +155.7% | +372.4% | -216.7% | +76.4% |
| 10Y | +285.5% | +1,070.0% | -784.5% | +107.1% |
| All | +2,802.0% | +1,583.6% | +1,218.4% | +1,162.6% |
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