+844.8%
CCJ vs CAPR
-64.9%
+909.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.4% | -3.7% | +5.6% |
| 7D | +2.7% | +36.0% | -33.3% | +2.4% |
| 30D | -14.4% | +25.8% | -40.2% | -14.6% |
| 3M | -22.6% | +140.8% | -163.4% | -23.4% |
| 6M | -35.4% | -67.6% | +32.1% | -35.2% |
| YTD | -17.6% | -65.9% | +48.3% | -17.4% |
| 1Y | -18.1% | +66.1% | -84.3% | -20.5% |
| 3Y | +79.6% | +256.9% | -177.3% | +70.3% |
| 5Y | +175.3% | +172.1% | +3.2% | +161.3% |
| 10Y | +844.8% | -64.7% | +909.5% | +833.2% |
| All | +844.8% | -64.9% | +909.8% | +833.2% |
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