+844.8%
CCJ vs CF
+546.3%
+298.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +2.7% | -0.9% | +3.6% | +2.8% |
| 30D | -14.4% | +6.9% | -21.3% | -16.4% |
| 3M | -22.6% | +4.8% | -27.5% | -24.4% |
| 6M | -35.4% | +4.7% | -40.1% | -37.6% |
| YTD | -17.6% | +56.5% | -74.1% | -32.5% |
| 1Y | -18.1% | +48.4% | -66.6% | -31.8% |
| 3Y | +79.6% | +59.1% | +20.4% | +41.5% |
| 5Y | +175.3% | +109.5% | +65.7% | +89.1% |
| 10Y | +844.8% | +487.0% | +357.9% | +349.6% |
| All | +844.8% | +546.3% | +298.6% | +349.6% |
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