+825.2%
CCJ vs CF
+561.7%
+263.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +4.2% |
| 7D | -7.3% | -3.2% | -4.1% | -6.6% |
| 30D | -20.0% | +4.3% | -24.3% | -21.2% |
| 3M | -23.8% | +2.8% | -26.6% | -25.2% |
| 6M | -42.4% | +0.6% | -43.0% | -43.6% |
| YTD | -22.1% | +56.6% | -78.7% | -36.1% |
| 1Y | -20.8% | +49.6% | -70.4% | -34.2% |
| 3Y | +75.7% | +61.5% | +14.2% | +37.8% |
| 5Y | +167.4% | +124.0% | +43.5% | +79.8% |
| All | +825.2% | +561.7% | +263.5% | +342.9% |
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