+137.1%
CCJ vs CAPR
-99.1%
+236.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.7% | -0.3% | +4.3% |
| 7D | -7.3% | +41.1% | -48.4% | -7.5% |
| 30D | -20.0% | +11.1% | -31.1% | -20.0% |
| 3M | -23.8% | +115.3% | -139.2% | -24.4% |
| 6M | -42.4% | -73.8% | +31.4% | -42.2% |
| YTD | -22.1% | -68.8% | +46.7% | -21.9% |
| 1Y | -20.8% | +43.3% | -64.1% | -22.6% |
| 3Y | +75.7% | +214.7% | -139.0% | +69.1% |
| 5Y | +167.4% | +141.3% | +26.2% | +157.4% |
| 10Y | +826.3% | -67.0% | +893.4% | +789.2% |
| All | +137.1% | -99.1% | +236.2% | +133.8% |
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