+62.7%
CCJ vs CAPR
+239.1%
-176.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.5% | -1.4% |
| 7D | -0.8% | +5.9% | -6.7% | -0.9% |
| 30D | -13.2% | +44.6% | -57.8% | -13.4% |
| 3M | -27.6% | +126.4% | -154.0% | -28.1% |
| 6M | -38.7% | -68.6% | +29.9% | -38.5% |
| YTD | -22.7% | -67.0% | +44.3% | -22.5% |
| 1Y | -17.6% | +65.2% | -82.7% | -18.8% |
| 3Y | +62.7% | +235.6% | -172.9% | +49.7% |
| All | +62.7% | +239.1% | -176.5% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling