+75.7%
CCJ vs CF
+57.7%
+18.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +4.3% |
| 7D | -7.3% | -3.2% | -4.1% | -7.2% |
| 30D | -20.0% | +4.3% | -24.3% | -20.1% |
| 3M | -23.8% | +2.8% | -26.6% | -24.0% |
| 6M | -42.4% | +0.6% | -43.0% | -42.5% |
| YTD | -22.1% | +56.6% | -78.7% | -30.6% |
| 1Y | -20.8% | +49.6% | -70.4% | -28.9% |
| 3Y | +75.7% | +61.5% | +14.2% | +55.0% |
| All | +75.7% | +57.7% | +18.0% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling