+157.0%
CCJ vs COMP
-17.6%
+174.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.7% | -6.4% | +2.8% |
| 7D | -7.3% | +13.4% | -20.7% | -9.1% |
| 30D | -20.0% | +11.1% | -31.0% | -21.4% |
| 3M | -23.8% | -18.8% | -5.0% | -21.9% |
| 6M | -42.4% | +10.5% | -52.9% | -43.7% |
| YTD | -22.1% | -3.4% | -18.7% | -23.3% |
| 1Y | -20.8% | +19.7% | -40.5% | -24.2% |
| 3Y | +75.7% | +381.6% | -305.9% | +29.0% |
| All | +157.0% | -17.6% | +174.6% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling