+13,436.2%
TSCO vs CCJ
+1,604.2%
+11,832.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.7% |
| 7D | +1.7% | +5.9% | -4.3% | +0.8% |
| 30D | +2.8% | +4.7% | -1.9% | +2.0% |
| 3M | +17.9% | -3.3% | +21.2% | +17.9% |
| 6M | -28.6% | -7.0% | -21.6% | -28.5% |
| YTD | -28.0% | +11.5% | -39.5% | -30.3% |
| 1Y | -39.9% | +32.3% | -72.1% | -43.8% |
| 3Y | -14.0% | +176.8% | -190.8% | -30.5% |
| 5Y | -2.9% | +351.8% | -354.7% | -29.9% |
| 10Y | +199.5% | +1,080.5% | -881.0% | +71.8% |
| All | +13,436.2% | +1,604.2% | +11,832.0% | +5,643.0% |
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 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