+79.6%
CCJ vs COMP
+431.5%
-352.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +5.0% |
| 7D | +2.7% | +14.5% | -11.8% | +1.0% |
| 30D | -14.4% | +14.9% | -29.3% | -16.0% |
| 3M | -22.6% | -14.2% | -8.4% | -21.6% |
| 6M | -35.4% | +23.7% | -59.2% | -37.4% |
| YTD | -17.6% | +2.1% | -19.7% | -19.8% |
| 1Y | -18.1% | +26.2% | -44.3% | -21.1% |
| 3Y | +79.6% | +470.9% | -391.3% | +73.1% |
| All | +79.6% | +431.5% | -352.0% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling