+346.1%
CCJ vs CF
+227.0%
+119.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.8% |
| 7D | +0.7% | +6.0% | -5.3% | -0.6% |
| 30D | +6.9% | +14.8% | -8.0% | +3.4% |
| 3M | -11.6% | +14.1% | -25.7% | -14.8% |
| 6M | -16.2% | +28.5% | -44.7% | -24.3% |
| YTD | +10.1% | +74.9% | -64.8% | -9.9% |
| 1Y | +32.3% | +61.7% | -29.4% | +10.5% |
| 3Y | +171.3% | +80.3% | +91.0% | +111.3% |
| All | +346.1% | +227.0% | +119.2% | +169.8% |
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