-9.0%
TSCO vs CCJ
+284.7%
-293.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.1% |
| 7D | -3.1% | -3.2% | +0.1% | -2.8% |
| 30D | -4.4% | -1.3% | -3.0% | -4.3% |
| 3M | +9.7% | +2.5% | +7.2% | +9.2% |
| 6M | -32.4% | -18.9% | -13.5% | -31.4% |
| YTD | -31.7% | +6.5% | -38.1% | -32.8% |
| 1Y | -41.3% | +22.8% | -64.1% | -43.5% |
| 3Y | -18.3% | +164.5% | -182.8% | -30.3% |
| All | -9.0% | +284.7% | -293.7% | -29.1% |
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