+157.0%
CCJ vs CF
+120.6%
+36.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +4.2% |
| 7D | -7.3% | -3.2% | -4.1% | -6.8% |
| 30D | -20.0% | +4.3% | -24.3% | -20.8% |
| 3M | -23.8% | +2.8% | -26.6% | -24.8% |
| 6M | -42.4% | +0.6% | -43.0% | -43.3% |
| YTD | -22.1% | +56.6% | -78.7% | -34.9% |
| 1Y | -20.8% | +49.6% | -70.4% | -33.0% |
| 3Y | +75.7% | +61.5% | +14.2% | +40.2% |
| All | +157.0% | +120.6% | +36.4% | +63.5% |
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