+342.3%
CCJ vs COMP
-49.2%
+391.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +4.9% |
| 7D | +2.7% | +14.5% | -11.8% | +0.7% |
| 30D | -14.4% | +14.9% | -29.3% | -16.3% |
| 3M | -22.6% | -14.2% | -8.4% | -21.2% |
| 6M | -35.4% | +23.7% | -59.2% | -37.9% |
| YTD | -17.6% | +2.1% | -19.7% | -19.5% |
| 1Y | -18.1% | +26.2% | -44.3% | -22.2% |
| 3Y | +79.6% | +470.9% | -391.3% | +29.1% |
| 5Y | +175.3% | -14.0% | +189.3% | +152.8% |
| All | +342.3% | -49.2% | +391.6% | +303.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling