+179.9%
CCJ vs CF
+116.3%
+63.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.8% |
| 7D | +0.4% | +4.8% | -4.3% | -0.6% |
| 30D | -17.2% | +9.7% | -27.0% | -19.0% |
| 3M | -25.1% | +1.2% | -26.4% | -25.7% |
| 6M | -37.6% | +7.4% | -45.0% | -39.4% |
| YTD | -20.4% | +60.5% | -80.9% | -33.8% |
| 1Y | -22.5% | +50.7% | -73.3% | -34.4% |
| 3Y | +72.5% | +64.8% | +7.7% | +37.1% |
| 5Y | +179.9% | +115.8% | +64.1% | +79.4% |
| All | +179.9% | +116.3% | +63.6% | +79.4% |
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