+163.9%
CCJ vs CF
+114.1%
+49.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.8% | +4.8% | -5.6% | -1.7% |
| 30D | -13.2% | +4.7% | -17.9% | -14.1% |
| 3M | -27.6% | +7.4% | -35.1% | -29.1% |
| 6M | -38.7% | +0.6% | -39.3% | -39.4% |
| YTD | -22.7% | +64.1% | -86.8% | -36.1% |
| 1Y | -17.6% | +51.4% | -69.0% | -30.2% |
| 3Y | +62.7% | +67.8% | -5.1% | +29.0% |
| All | +163.9% | +114.1% | +49.8% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling