+235.0%
CCJ vs CAPR
-99.1%
+334.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +0.7% | -2.0% | +2.7% | +0.7% |
| 30D | +6.9% | +139.2% | -132.3% | +6.1% |
| 3M | -11.6% | -66.4% | +54.7% | -11.4% |
| 6M | -16.2% | -63.1% | +46.9% | -16.0% |
| YTD | +10.1% | -67.4% | +77.5% | +10.4% |
| 1Y | +32.3% | +58.2% | -26.0% | +29.2% |
| 3Y | +171.3% | +42.2% | +129.1% | +162.6% |
| 5Y | +372.4% | +87.3% | +285.1% | +355.0% |
| 10Y | +1,070.0% | -75.3% | +1,145.3% | +1,025.0% |
| All | +235.0% | -99.1% | +334.0% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling