+181.2%
TSCO vs CCJ
+1,065.5%
-884.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.4% |
| 7D | -5.7% | -4.0% | -1.6% | -5.2% |
| 30D | -8.8% | -2.4% | -6.4% | -8.6% |
| 3M | +6.3% | -2.3% | +8.6% | +6.3% |
| 6M | -32.3% | -16.2% | -16.1% | -31.4% |
| YTD | -32.7% | +5.7% | -38.4% | -34.0% |
| 1Y | -43.7% | +21.3% | -64.9% | -46.1% |
| 3Y | -19.7% | +159.4% | -179.1% | -32.2% |
| 5Y | -11.6% | +300.7% | -312.3% | -31.8% |
| All | +181.2% | +1,065.5% | -884.2% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling