+32.3%
CCJ vs CAPR
+35.6%
-3.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.2% |
| 7D | +5.9% | -9.5% | +15.4% | +6.0% |
| 30D | +4.7% | +121.5% | -116.8% | +4.3% |
| 3M | -3.3% | -65.4% | +62.1% | -3.1% |
| 6M | -7.0% | -67.5% | +60.5% | -6.8% |
| YTD | +11.5% | -68.6% | +80.1% | +11.7% |
| 1Y | +32.3% | +42.7% | -10.4% | +34.1% |
| All | +32.3% | +35.6% | -3.4% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling