+172.8%
CCJ vs COMP
+215.9%
-43.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.7% | +1.4% | -0.6% | +0.6% |
| 30D | +6.9% | -13.3% | +20.2% | +8.5% |
| 3M | -11.6% | +41.1% | -52.8% | -15.1% |
| 6M | -16.2% | +17.2% | -33.4% | -18.9% |
| YTD | +10.1% | +5.2% | +4.9% | +7.4% |
| 1Y | +32.3% | +18.9% | +13.3% | +28.1% |
| All | +172.8% | +215.9% | -43.1% | +198.7% |
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