-27.5%
CCJ vs CF
+0.6%
-28.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.2% | -10.8% | -3.2% |
| 7D | -18.2% | +0.4% | -18.6% | -17.5% |
| 30D | -26.5% | +2.2% | -28.7% | -25.7% |
| 3M | -27.5% | +2.1% | -29.6% | -25.1% |
| All | -27.5% | +0.6% | -28.1% | -25.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling