-19.9%
CCJ vs CF
+47.0%
-66.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +2.7% | -0.9% | +3.6% | +2.7% |
| 30D | -14.4% | +6.9% | -21.3% | -13.4% |
| 3M | -22.6% | +4.8% | -27.5% | -21.7% |
| 6M | -35.4% | +4.7% | -40.1% | -34.5% |
| YTD | -17.6% | +56.5% | -74.1% | -30.3% |
| All | -19.9% | +47.0% | -66.9% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling