+795.6%
CCJ vs CF
+481.7%
+314.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.0% |
| 7D | +0.4% | +4.8% | -4.3% | -1.1% |
| 30D | -17.2% | +9.7% | -27.0% | -19.8% |
| 3M | -25.1% | +1.2% | -26.4% | -26.0% |
| 6M | -37.6% | +7.4% | -45.0% | -40.1% |
| YTD | -20.4% | +60.5% | -80.9% | -35.2% |
| 1Y | -22.5% | +50.7% | -73.3% | -35.7% |
| 3Y | +72.5% | +64.8% | +7.7% | +34.4% |
| 5Y | +179.9% | +115.8% | +64.1% | +90.6% |
| All | +795.6% | +481.7% | +314.0% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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