+1,099.7%
CCJ vs CAPR
-77.3%
+1,177.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | +4.2% | -12.6% | +16.8% | +4.3% |
| 30D | +3.2% | +124.4% | -121.2% | +2.3% |
| 3M | -1.8% | -66.8% | +65.0% | -1.4% |
| 6M | -13.5% | -71.8% | +58.2% | -13.1% |
| YTD | +9.7% | -70.1% | +79.8% | +10.2% |
| 1Y | +30.0% | +33.3% | -3.3% | +26.5% |
| 3Y | +172.6% | +36.7% | +135.9% | +160.8% |
| 5Y | +342.9% | +72.5% | +270.5% | +320.8% |
| 10Y | +1,099.7% | -77.3% | +1,177.0% | +1,104.9% |
| All | +1,099.7% | -77.3% | +1,177.0% | +1,104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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