+315.1%
CCJ vs COMP
-52.0%
+367.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -13.2% | +16.6% | -29.7% | -15.3% |
| 3M | -27.6% | -23.5% | -4.1% | -25.1% |
| 6M | -38.7% | +25.7% | -64.4% | -41.2% |
| YTD | -22.7% | -3.4% | -19.3% | -23.8% |
| 1Y | -17.6% | +7.6% | -25.2% | -20.0% |
| 3Y | +62.7% | +423.6% | -360.9% | +18.5% |
| 5Y | +159.7% | -10.6% | +170.3% | +137.8% |
| All | +315.1% | -52.0% | +367.1% | +281.4% |
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