-25.9%
CCJ vs COMP
+23.8%
-49.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -3.2% |
| 7D | -14.5% | +9.5% | -24.0% | -16.6% |
| 30D | -18.1% | +8.1% | -26.1% | -20.0% |
| 3M | -23.0% | -16.3% | -6.7% | -20.0% |
| 6M | -39.4% | +42.2% | -81.6% | -46.6% |
| YTD | -21.7% | -5.0% | -16.6% | -24.1% |
| 1Y | -25.9% | +20.1% | -46.0% | -29.6% |
| All | -25.9% | +23.8% | -49.7% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling