+753.7%
CCJ vs CF
+479.1%
+274.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.8% | +4.8% | -5.6% | -2.1% |
| 30D | -13.2% | +4.7% | -17.9% | -14.6% |
| 3M | -27.6% | +7.4% | -35.1% | -29.7% |
| 6M | -38.7% | +0.6% | -39.3% | -39.9% |
| YTD | -22.7% | +64.1% | -86.8% | -37.5% |
| 1Y | -17.6% | +51.4% | -69.0% | -31.6% |
| 3Y | +62.7% | +67.8% | -5.1% | +26.2% |
| 5Y | +159.7% | +114.1% | +45.6% | +77.7% |
| All | +753.7% | +479.1% | +274.6% | +301.4% |
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