-18.4%
TSCO vs CCJ
+164.6%
-183.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.2% |
| 7D | -3.1% | -3.2% | +0.1% | -2.9% |
| 30D | -4.4% | -1.3% | -3.0% | -4.3% |
| 3M | +9.7% | +2.5% | +7.2% | +9.4% |
| 6M | -32.4% | -18.9% | -13.5% | -31.7% |
| YTD | -31.7% | +6.5% | -38.1% | -32.3% |
| 1Y | -41.3% | +22.8% | -64.1% | -42.7% |
| All | -18.4% | +164.6% | -183.0% | -27.8% |
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